| Multiple Linear Regression - Estimated Regression Equation |
| Werkl[t] = -2.98556262486551e-14 0Infl[t] + 1`Yt-1`[t] -2.06833431126315e-16`Yt-2`[t] + 1.75889945153596e-16`Yt-3`[t] -1.02785469113072e-16`Yt-4`[t] + 6.24641549542387e-18t + 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) | -2.98556262486551e-14 | 0 | -1.771 | 0.082537 | 0.041269 |
| Infl | 0 | 0 | 0 | 1 | 0.5 |
| `Yt-1` | 1 | 0 | 4176225418146546 | 0 | 0 |
| `Yt-2` | -2.06833431126315e-16 | 0 | -0.5294 | 0.598803 | 0.299401 |
| `Yt-3` | 1.75889945153596e-16 | 0 | 0.4516 | 0.653498 | 0.326749 |
| `Yt-4` | -1.02785469113072e-16 | 0 | -0.4424 | 0.660069 | 0.330035 |
| t | 6.24641549542387e-18 | 0 | 1.3673 | 0.177524 | 0.088762 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 1 |
| R-squared | 1 |
| Adjusted R-squared | 1 |
| F-TEST (value) | 9.83312206591532e+31 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 51 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.12716233501698e-16 |
| Sum Squared Residuals | 2.30765799575259e-30 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 105.7 | 105.7 | 2.4616221805257e-16 |
| 2 | 105.8 | 105.8 | 3.94538986315155e-16 |
| 3 | 105.8 | 105.8 | -1.35169526475157e-15 |
| 4 | 105.8 | 105.8 | 1.88250591824272e-16 |
| 5 | 105.9 | 105.9 | 1.52270645844691e-16 |
| 6 | 106.1 | 106.1 | -2.43388837915476e-17 |
| 7 | 106.4 | 106.4 | 6.89831975215762e-17 |
| 8 | 106.4 | 106.4 | 7.81288095463e-17 |
| 9 | 106.3 | 106.3 | 5.79260220245349e-17 |
| 10 | 106.2 | 106.2 | 5.6097358178365e-17 |
| 11 | 106.2 | 106.2 | 1.36020336849851e-16 |
| 12 | 106.3 | 106.3 | 5.13256681955087e-17 |
| 13 | 106.4 | 106.4 | 1.06965218240947e-16 |
| 14 | 106.5 | 106.5 | -2.54626688168449e-17 |
| 15 | 106.6 | 106.6 | -1.26016428316605e-17 |
| 16 | 106.6 | 106.6 | 5.9800516276509e-17 |
| 17 | 106.6 | 106.6 | -2.12615298888058e-17 |
| 18 | 106.8 | 106.8 | 1.15392452278377e-17 |
| 19 | 107 | 107 | 7.92297659259597e-18 |
| 20 | 107.2 | 107.2 | -4.0635808937121e-17 |
| 21 | 107.3 | 107.3 | -7.30054441941468e-18 |
| 22 | 107.5 | 107.5 | -6.03776305618722e-18 |
| 23 | 107.6 | 107.6 | 5.57056939566128e-18 |
| 24 | 107.6 | 107.6 | 1.68666145917946e-17 |
| 25 | 107.7 | 107.7 | 5.08459319377585e-17 |
| 26 | 107.7 | 107.7 | 5.21199507505311e-19 |
| 27 | 107.7 | 107.7 | 5.17259964554896e-17 |
| 28 | 107.7 | 107.7 | -2.15115830582208e-17 |
| 29 | 107.6 | 107.6 | -9.50448085652166e-18 |
| 30 | 107.7 | 107.7 | -4.49232292979461e-17 |
| 31 | 107.9 | 107.9 | -2.76457828612917e-17 |
| 32 | 107.9 | 107.9 | -4.43811172272865e-17 |
| 33 | 107.9 | 107.9 | 1.37367679220569e-17 |
| 34 | 107.8 | 107.8 | -6.24918345453164e-17 |
| 35 | 107.6 | 107.6 | -1.69324622553741e-17 |
| 36 | 107.4 | 107.4 | -8.20202940732597e-17 |
| 37 | 107 | 107 | -2.91923139206853e-17 |
| 38 | 107 | 107 | -6.75244000142467e-18 |
| 39 | 107.2 | 107.2 | -2.74625822679073e-17 |
| 40 | 107.5 | 107.5 | 8.58171438242639e-18 |
| 41 | 107.8 | 107.8 | -1.38805020330547e-16 |
| 42 | 107.8 | 107.8 | 6.3316189316814e-17 |
| 43 | 107.7 | 107.7 | 9.46795641322144e-17 |
| 44 | 107.6 | 107.6 | 9.73099082276932e-17 |
| 45 | 107.6 | 107.6 | 9.34905341644332e-19 |
| 46 | 107.5 | 107.5 | -1.50610455093526e-18 |
| 47 | 107.5 | 107.5 | 2.65612690247160e-17 |
| 48 | 107.6 | 107.6 | -5.00843566891433e-17 |
| 49 | 107.6 | 107.6 | -2.19379123140782e-17 |
| 50 | 107.9 | 107.9 | -1.02763379387068e-16 |
| 51 | 107.6 | 107.6 | 8.55845175239324e-17 |
| 52 | 107.5 | 107.5 | -6.07425125550159e-17 |
| 53 | 107.5 | 107.5 | 3.94474725136102e-17 |
| 54 | 107.6 | 107.6 | 6.69765721975058e-17 |
| 55 | 107.7 | 107.7 | -7.76699229837476e-17 |
| 56 | 107.8 | 107.8 | -1.44822130946529e-16 |
| 57 | 107.9 | 107.9 | 1.07383051720380e-16 |
| 58 | 107.9 | 107.9 | 1.14509531733539e-16 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.464591889975667 | 0.929183779951334 | 0.535408110024333 |
| 11 | 0.000293468041851084 | 0.000586936083702168 | 0.999706531958149 |
| 12 | 0.0371053338070608 | 0.0742106676141215 | 0.96289466619294 |
| 13 | 0.0610393647991278 | 0.122078729598256 | 0.938960635200872 |
| 14 | 0.0589730719629774 | 0.117946143925955 | 0.941026928037023 |
| 15 | 0.00739181568634196 | 0.0147836313726839 | 0.992608184313658 |
| 16 | 0.563085581166889 | 0.873828837666222 | 0.436914418833111 |
| 17 | 0.000291052612491631 | 0.000582105224983261 | 0.999708947387508 |
| 18 | 0.0162302417214730 | 0.0324604834429461 | 0.983769758278527 |
| 19 | 0.326720984077984 | 0.653441968155967 | 0.673279015922017 |
| 20 | 0.0368012588373841 | 0.0736025176747682 | 0.963198741162616 |
| 21 | 0.313795870512358 | 0.627591741024715 | 0.686204129487642 |
| 22 | 1 | 2.47987804636325e-17 | 1.23993902318162e-17 |
| 23 | 1.45253951097460e-08 | 2.90507902194921e-08 | 0.999999985474605 |
| 24 | 0.999999996624075 | 6.7518507753886e-09 | 3.3759253876943e-09 |
| 25 | 0.765456647402478 | 0.469086705195044 | 0.234543352597522 |
| 26 | 0.000195662642679528 | 0.000391325285359057 | 0.99980433735732 |
| 27 | 0.393560266307814 | 0.787120532615628 | 0.606439733692186 |
| 28 | 4.28940082521711e-07 | 8.57880165043422e-07 | 0.999999571059917 |
| 29 | 1 | 8.28943671910905e-22 | 4.14471835955453e-22 |
| 30 | 0.934228604863988 | 0.131542790272024 | 0.0657713951360118 |
| 31 | 0.00123858075168900 | 0.00247716150337800 | 0.99876141924831 |
| 32 | 0.985799824911101 | 0.0284003501777979 | 0.0142001750888989 |
| 33 | 0.999999980419087 | 3.91618261885769e-08 | 1.95809130942885e-08 |
| 34 | 1 | 2.50119048644023e-17 | 1.25059524322012e-17 |
| 35 | 0.968610705265433 | 0.0627785894691334 | 0.0313892947345667 |
| 36 | 0.88959756700648 | 0.220804865987042 | 0.110402432993521 |
| 37 | 1 | 3.8908617297086e-16 | 1.9454308648543e-16 |
| 38 | 0.999999988063635 | 2.38727310160906e-08 | 1.19363655080453e-08 |
| 39 | 0.999999962076256 | 7.58474887743825e-08 | 3.79237443871913e-08 |
| 40 | 0.999999999783705 | 4.32590575008666e-10 | 2.16295287504333e-10 |
| 41 | 0.999999884798378 | 2.30403244987657e-07 | 1.15201622493828e-07 |
| 42 | 0.999999999916707 | 1.66585752128791e-10 | 8.32928760643957e-11 |
| 43 | 0.999999987862443 | 2.42751129837388e-08 | 1.21375564918694e-08 |
| 44 | 0.999997585192434 | 4.82961513210338e-06 | 2.41480756605169e-06 |
| 45 | 0.237181981848306 | 0.474363963696611 | 0.762818018151694 |
| 46 | 0.995738725461432 | 0.00852254907713676 | 0.00426127453856838 |
| 47 | 0.999945870362515 | 0.000108259274970582 | 5.41296374852911e-05 |
| 48 | 0.697943895602657 | 0.604112208794686 | 0.302056104397343 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 21 | 0.538461538461538 | NOK |
| 5% type I error level | 24 | 0.615384615384615 | NOK |
| 10% type I error level | 27 | 0.692307692307692 | NOK |
