| Multiple Linear Regression - Estimated Regression Equation |
| maand[t] = + 3.75902714069415e-15 -1.09730656292003e-16X_1t[t] -1.29673007892416e-16Yt[t] + 5.64261283981446e-17X_2t[t] -9.6274052844502e-17X_3t[t] + 5.68713539993411e-18X_4t[t] + 1.46630317988021e-16X_5t[t] + 2.68490208439456e-16X_6t[t] + 3.20663515391684e-16X_7t[t] -6.00835963321108e-16X_8t[t] + 5.21026437727825e-16X_9t[t] + 7.37830649995089e-17X_10t[t] + 1.99827229686305e-16X_11t[t] + 1t + 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) | 3.75902714069415e-15 | 0 | 1.0358 | 0.303982 | 0.151991 |
| X_1t | -1.09730656292003e-16 | 0 | -3.8641 | 0.000251 | 0.000126 |
| Yt | -1.29673007892416e-16 | 0 | -2.9262 | 0.004662 | 0.002331 |
| X_2t | 5.64261283981446e-17 | 0 | 2.1006 | 0.039386 | 0.019693 |
| X_3t | -9.6274052844502e-17 | 0 | -3.8014 | 0.00031 | 0.000155 |
| X_4t | 5.68713539993411e-18 | 0 | 0.2535 | 0.800657 | 0.400329 |
| X_5t | 1.46630317988021e-16 | 0 | 4.4576 | 3.2e-05 | 1.6e-05 |
| X_6t | 2.68490208439456e-16 | 0 | 4.9094 | 6e-06 | 3e-06 |
| X_7t | 3.20663515391684e-16 | 0 | 3.1779 | 0.002232 | 0.001116 |
| X_8t | -6.00835963321108e-16 | 0 | -5.1898 | 2e-06 | 1e-06 |
| X_9t | 5.21026437727825e-16 | 0 | 4.1677 | 8.9e-05 | 4.4e-05 |
| X_10t | 7.37830649995089e-17 | 0 | 3.0094 | 0.00367 | 0.001835 |
| X_11t | 1.99827229686305e-16 | 0 | 3.3173 | 0.001462 | 0.000731 |
| t | 1 | 0 | 65544626203109080 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 1 |
| R-squared | 1 |
| Adjusted R-squared | 1 |
| F-TEST (value) | 2.9296165392591e+33 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 68 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.09829951860756e-15 |
| Sum Squared Residuals | 8.20258046150048e-29 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1 | 1 | -9.51232828942849e-16 |
| 2 | 2 | 2 | -1.43874244480495e-15 |
| 3 | 3 | 3 | 6.54044811802134e-16 |
| 4 | 4 | 4 | -4.56524039394615e-16 |
| 5 | 5 | 5 | -1.86875318642681e-15 |
| 6 | 6 | 6 | -3.66844444095979e-16 |
| 7 | 7 | 7 | 1.15333993241805e-15 |
| 8 | 8 | 8 | 6.22492106059019e-16 |
| 9 | 9 | 9 | 9.44745573095916e-16 |
| 10 | 10 | 10 | 1.09356295120206e-15 |
| 11 | 11 | 11 | -3.45634408722318e-17 |
| 12 | 12 | 12 | -1.89590850788152e-15 |
| 13 | 13 | 13 | -4.21751123478041e-16 |
| 14 | 14 | 14 | 6.82029117825761e-15 |
| 15 | 15 | 15 | 1.16533710010282e-16 |
| 16 | 16 | 16 | -1.53581215804394e-15 |
| 17 | 17 | 17 | -1.13719690415603e-15 |
| 18 | 18 | 18 | -1.33101350476712e-15 |
| 19 | 19 | 19 | -5.46203384312603e-16 |
| 20 | 20 | 20 | 2.15256525340445e-17 |
| 21 | 21 | 21 | 2.85289861786971e-16 |
| 22 | 22 | 22 | -4.35636399648386e-16 |
| 23 | 23 | 23 | 6.30648351760257e-16 |
| 24 | 24 | 24 | -4.93820212015549e-17 |
| 25 | 25 | 25 | 8.60504654617179e-16 |
| 26 | 26 | 26 | 4.59488698467876e-16 |
| 27 | 27 | 27 | 1.8515162068357e-17 |
| 28 | 28 | 28 | -1.43783742884245e-17 |
| 29 | 29 | 29 | 1.47791446406699e-16 |
| 30 | 30 | 30 | -5.94233004380331e-16 |
| 31 | 31 | 31 | -1.79298795524996e-16 |
| 32 | 32 | 32 | 3.96231873004825e-16 |
| 33 | 33 | 33 | 6.74587791838043e-18 |
| 34 | 34 | 34 | -1.52331088081177e-16 |
| 35 | 35 | 35 | -5.80139334560492e-16 |
| 36 | 36 | 36 | 7.50670932500488e-16 |
| 37 | 37 | 37 | -1.10960003944072e-16 |
| 38 | 38 | 38 | -7.64694926978831e-16 |
| 39 | 39 | 39 | 2.37397864667883e-16 |
| 40 | 40 | 40 | 2.18275377353383e-16 |
| 41 | 41 | 41 | 1.63515111861505e-16 |
| 42 | 42 | 42 | 1.38245214722014e-16 |
| 43 | 43 | 43 | -5.23089558689502e-16 |
| 44 | 44 | 44 | 1.79715941056111e-16 |
| 45 | 45 | 45 | 1.70305404068671e-17 |
| 46 | 46 | 46 | 2.53210578795393e-16 |
| 47 | 47 | 47 | -5.0261757196383e-17 |
| 48 | 48 | 48 | 5.75506321544438e-16 |
| 49 | 49 | 49 | -7.86619326457259e-16 |
| 50 | 50 | 50 | 5.78962120323504e-16 |
| 51 | 51 | 51 | 3.75672453917209e-16 |
| 52 | 52 | 52 | -6.32229027719334e-17 |
| 53 | 53 | 53 | 3.23759431324033e-16 |
| 54 | 54 | 54 | 9.90243364330694e-17 |
| 55 | 55 | 55 | -3.53462286056539e-16 |
| 56 | 56 | 56 | 5.28991723294676e-17 |
| 57 | 57 | 57 | -7.42842380015916e-16 |
| 58 | 58 | 58 | 6.72801838991667e-16 |
| 59 | 59 | 59 | 8.98907839218018e-17 |
| 60 | 60 | 60 | -7.81263239446812e-16 |
| 61 | 61 | 61 | -3.66706301745246e-16 |
| 62 | 62 | 62 | 4.34755948775423e-16 |
| 63 | 63 | 63 | 8.2638006668242e-17 |
| 64 | 64 | 64 | -4.38886205772478e-16 |
| 65 | 65 | 65 | -2.29082915913908e-16 |
| 66 | 66 | 66 | 3.27046719143833e-16 |
| 67 | 67 | 67 | 3.06748673802436e-17 |
| 68 | 68 | 68 | -4.13579296843554e-16 |
| 69 | 69 | 69 | -1.29636338311076e-15 |
| 70 | 70 | 70 | -5.44511355771099e-16 |
| 71 | 71 | 71 | -3.97058613447162e-16 |
| 72 | 72 | 72 | 6.75214053038262e-16 |
| 73 | 73 | 73 | 2.43001961098468e-16 |
| 74 | 74 | 74 | 9.24509577162011e-16 |
| 75 | 75 | 75 | -1.24521763679478e-15 |
| 76 | 76 | 76 | -4.28696791398346e-16 |
| 77 | 77 | 77 | -2.78131832004764e-16 |
| 78 | 78 | 78 | -5.25613362678292e-17 |
| 79 | 79 | 79 | 6.71791467903539e-16 |
| 80 | 80 | 80 | 3.53727036941602e-16 |
| 81 | 81 | 81 | 4.98414858878753e-16 |
| 82 | 82 | 82 | 6.5705267694034e-16 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.00158270445724606 | 0.00316540891449213 | 0.998417295542754 |
| 18 | 0.00069056042739674 | 0.00138112085479348 | 0.999309439572603 |
| 19 | 0.000109569730448288 | 0.000219139460896577 | 0.999890430269552 |
| 20 | 0.00506961770410608 | 0.0101392354082122 | 0.994930382295894 |
| 21 | 9.95537478238447e-07 | 1.99107495647689e-06 | 0.999999004462522 |
| 22 | 0.0212428028486891 | 0.0424856056973781 | 0.978757197151311 |
| 23 | 0.000123526817306243 | 0.000247053634612486 | 0.999876473182694 |
| 24 | 4.69269946767927e-08 | 9.38539893535855e-08 | 0.999999953073005 |
| 25 | 0.000552881797772713 | 0.00110576359554543 | 0.999447118202227 |
| 26 | 9.2700783736469e-05 | 0.000185401567472938 | 0.999907299216264 |
| 27 | 0.677480378187656 | 0.645039243624689 | 0.322519621812344 |
| 28 | 0.667828254629328 | 0.664343490741344 | 0.332171745370672 |
| 29 | 0.175221904506201 | 0.350443809012401 | 0.824778095493799 |
| 30 | 1.80257844614975e-06 | 3.60515689229951e-06 | 0.999998197421554 |
| 31 | 0.623533875461383 | 0.752932249077234 | 0.376466124538617 |
| 32 | 2.02496160265124e-07 | 4.04992320530248e-07 | 0.99999979750384 |
| 33 | 0.0272799410397907 | 0.0545598820795814 | 0.972720058960209 |
| 34 | 0.0896096542213418 | 0.179219308442684 | 0.910390345778658 |
| 35 | 0.997504216182768 | 0.00499156763446334 | 0.00249578381723167 |
| 36 | 0.872426627138743 | 0.255146745722514 | 0.127573372861257 |
| 37 | 0.378197983389363 | 0.756395966778726 | 0.621802016610637 |
| 38 | 0.950696128222026 | 0.0986077435559472 | 0.0493038717779736 |
| 39 | 0.276120153295915 | 0.552240306591831 | 0.723879846704085 |
| 40 | 0.884347473853102 | 0.231305052293795 | 0.115652526146898 |
| 41 | 0.999999999257636 | 1.48472776907079e-09 | 7.42363884535394e-10 |
| 42 | 0.78538701559843 | 0.42922596880314 | 0.21461298440157 |
| 43 | 1.66169707203077e-09 | 3.32339414406154e-09 | 0.999999998338303 |
| 44 | 0.120684336229315 | 0.241368672458631 | 0.879315663770685 |
| 45 | 0.00636588004788665 | 0.0127317600957733 | 0.993634119952113 |
| 46 | 0.999999999957797 | 8.4405038695986e-11 | 4.2202519347993e-11 |
| 47 | 0.996513973532569 | 0.00697205293486269 | 0.00348602646743135 |
| 48 | 0.000296417414461955 | 0.00059283482892391 | 0.999703582585538 |
| 49 | 0.999942312525695 | 0.000115374948609193 | 5.76874743045966e-05 |
| 50 | 0.996226737600661 | 0.00754652479867736 | 0.00377326239933868 |
| 51 | 0.999932781188441 | 0.000134437623117397 | 6.72188115586983e-05 |
| 52 | 0.952749968774473 | 0.0945000624510546 | 0.0472500312255273 |
| 53 | 0.993340753309884 | 0.0133184933802315 | 0.00665924669011574 |
| 54 | 0.0326879052057565 | 0.0653758104115131 | 0.967312094794244 |
| 55 | 0.986494727491949 | 0.0270105450161025 | 0.0135052725080512 |
| 56 | 0.110407750391317 | 0.220815500782634 | 0.889592249608683 |
| 57 | 0.231688827928971 | 0.463377655857943 | 0.768311172071029 |
| 58 | 0.999996100312494 | 7.79937501167889e-06 | 3.89968750583944e-06 |
| 59 | 0.999999985460491 | 2.90790184905025e-08 | 1.45395092452513e-08 |
| 60 | 0.71315423027707 | 0.573691539445861 | 0.28684576972293 |
| 61 | 0.999945814315529 | 0.000108371368941347 | 5.41856844706733e-05 |
| 62 | 0.984453444233817 | 0.0310931115323668 | 0.0155465557661834 |
| 63 | 0.994631921296625 | 0.0107361574067501 | 0.00536807870337503 |
| 64 | 0.999078592421699 | 0.00184281515660115 | 0.000921407578300575 |
| 65 | 0.999843247955549 | 0.000313504088902562 | 0.000156752044451281 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 24 | 0.489795918367347 | NOK |
| 5% type I error level | 31 | 0.63265306122449 | NOK |
| 10% type I error level | 35 | 0.714285714285714 | NOK |
