Multiple Linear Regression - Estimated Regression Equation |
A[t] = + 6.05634433878845e-11 + 1B[t] + 1C[t] -6.19801918948547e-17D[t] + 1.66790477516199e-17E[t] -4.58293479532599e-17F[t] + 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) | 6.05634433878845e-11 | 0 | 3.4826 | 0.000827 | 0.000413 |
B | 1 | 0 | 19827799199521424 | 0 | 0 |
C | 1 | 0 | 5600353401177179 | 0 | 0 |
D | -6.19801918948547e-17 | 0 | -0.2681 | 0.789313 | 0.394657 |
E | 1.66790477516199e-17 | 0 | 0.0543 | 0.956857 | 0.478429 |
F | -4.58293479532599e-17 | 0 | -0.3632 | 0.717472 | 0.358736 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 1 |
R-squared | 1 |
Adjusted R-squared | 1 |
F-TEST (value) | 4.81165008380392e+32 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 76 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.03339786176797e-12 |
Sum Squared Residuals | 2.76654362163736e-21 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 593408 | 593408 | 1.00379759237984e-11 |
2 | 590072 | 590072 | -3.90073294361502e-11 |
3 | 579799 | 579799 | 2.32386690024072e-11 |
4 | 574205 | 574205 | 1.85250129203885e-12 |
5 | 572775 | 572775 | 5.53121504996435e-13 |
6 | 572942 | 572942 | -1.11869789566644e-12 |
7 | 619567 | 619567 | 1.26415272653339e-13 |
8 | 625809 | 625809 | 5.51406957753834e-12 |
9 | 619916 | 619916 | 1.2760875683188e-12 |
10 | 587625 | 587625 | -2.54998781293516e-12 |
11 | 565742 | 565742 | 8.62042008753505e-13 |
12 | 557274 | 557274 | 4.07232700948575e-14 |
13 | 560576 | 560576 | 1.88314698999796e-12 |
14 | 548854 | 548854 | 2.64286025585679e-12 |
15 | 531673 | 531673 | 2.26199793507874e-13 |
16 | 525919 | 525919 | 1.18595651232342e-12 |
17 | 511038 | 511038 | -5.56668446874763e-12 |
18 | 498662 | 498662 | -2.57991511769875e-12 |
19 | 555362 | 555362 | -3.49540731485674e-12 |
20 | 564591 | 564591 | 1.28116327135796e-12 |
21 | 541657 | 541657 | 2.77802743274018e-12 |
22 | 527070 | 527070 | 1.45164616932784e-12 |
23 | 509846 | 509846 | -1.74670873816739e-12 |
24 | 514258 | 514258 | -1.76999527392359e-12 |
25 | 516922 | 516922 | -5.08213207666962e-12 |
26 | 507561 | 507561 | -4.46560484765478e-12 |
27 | 492622 | 492622 | 1.65189824337293e-12 |
28 | 490243 | 490243 | -1.04298859551539e-12 |
29 | 469357 | 469357 | 8.54815528077546e-12 |
30 | 477580 | 477580 | 1.04502308335687e-11 |
31 | 528379 | 528379 | -2.43096091135966e-12 |
32 | 533590 | 533590 | 3.02825234692603e-12 |
33 | 517945 | 517945 | -2.49489269355988e-12 |
34 | 506174 | 506174 | -3.87094895887094e-12 |
35 | 501866 | 501866 | -2.64209747831329e-12 |
36 | 516141 | 516141 | -3.95360214346365e-12 |
37 | 528222 | 528222 | -9.46672309004625e-13 |
38 | 532638 | 532638 | 1.67718603266352e-12 |
39 | 536322 | 536322 | -7.07247122711191e-13 |
40 | 536535 | 536535 | 7.4453826478367e-14 |
41 | 523597 | 523597 | -2.08842060971149e-12 |
42 | 536214 | 536214 | -1.33566965317837e-12 |
43 | 586570 | 586570 | 1.74743787140333e-12 |
44 | 596594 | 596594 | -1.43758880107376e-12 |
45 | 580523 | 580523 | 1.27640212876001e-12 |
46 | 564478 | 564478 | -1.01974926625531e-13 |
47 | 557560 | 557560 | -3.37406389886997e-13 |
48 | 575093 | 575093 | 1.71824313066752e-12 |
49 | 580112 | 580112 | 5.31217751627027e-13 |
50 | 574761 | 574761 | 5.47230673512681e-12 |
51 | 563250 | 563250 | 4.28987929125764e-12 |
52 | 551531 | 551531 | -1.26755291571573e-12 |
53 | 537034 | 537034 | -9.83624455785175e-13 |
54 | 544686 | 544686 | 2.09237645210293e-12 |
55 | 600991 | 600991 | -3.76371314788226e-12 |
56 | 604378 | 604378 | -1.48323035578461e-12 |
57 | 586111 | 586111 | 2.41761628082143e-12 |
58 | 563668 | 563668 | 1.7633760081934e-12 |
59 | 548604 | 548604 | 1.22028579052084e-12 |
60 | 551174 | 551174 | 9.739489765471e-13 |
61 | 555654 | 555654 | -3.240305204784e-12 |
62 | 547970 | 547970 | -3.29967075967812e-12 |
63 | 540324 | 540324 | 2.65652225070017e-12 |
64 | 530577 | 530577 | 1.31667987583727e-12 |
65 | 520579 | 520579 | -1.21388931978281e-12 |
66 | 518654 | 518654 | -9.0985424913293e-13 |
67 | 572273 | 572273 | -5.56586510740693e-15 |
68 | 581302 | 581302 | 1.8240456223059e-12 |
69 | 563280 | 563280 | 1.83618780616232e-12 |
70 | 547612 | 547612 | -2.29397526427418e-14 |
71 | 538712 | 538712 | 3.94863310014654e-12 |
72 | 540735 | 540735 | -1.14880245163847e-13 |
73 | 561649 | 561649 | -7.15541743990605e-13 |
74 | 558685 | 558685 | -4.6781864334659e-13 |
75 | 545732 | 545732 | -3.40147249939675e-12 |
76 | 536352 | 536352 | -2.63748685722708e-12 |
77 | 527676 | 527676 | -5.15477715315009e-13 |
78 | 530455 | 530455 | 7.85968157402846e-13 |
79 | 581744 | 581744 | 3.36869997049203e-13 |
80 | 598714 | 598714 | -3.1620649071087e-12 |
81 | 583775 | 583775 | 9.12677762823576e-13 |
82 | 571477 | 571477 | 4.76564814636843e-13 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 5.99357118083344e-06 | 1.19871423616669e-05 | 0.999994006428819 |
10 | 0.370107154718395 | 0.740214309436791 | 0.629892845281605 |
11 | 0.00325458570815502 | 0.00650917141631003 | 0.996745414291845 |
12 | 0.16166024655961 | 0.323320493119219 | 0.83833975344039 |
13 | 4.84265216130709e-09 | 9.68530432261418e-09 | 0.999999995157348 |
14 | 1 | 1.26815567888459e-47 | 6.34077839442293e-48 |
15 | 7.29278363688683e-11 | 1.45855672737737e-10 | 0.999999999927072 |
16 | 0.0459286456025408 | 0.0918572912050817 | 0.954071354397459 |
17 | 1.43610008202756e-14 | 2.87220016405513e-14 | 0.999999999999986 |
18 | 1.05866074623893e-17 | 2.11732149247786e-17 | 1 |
19 | 8.96364618378611e-16 | 1.79272923675722e-15 | 0.999999999999999 |
20 | 2.97795618730482e-11 | 5.95591237460964e-11 | 0.99999999997022 |
21 | 1 | 2.26731464571243e-51 | 1.13365732285621e-51 |
22 | 0.998965652220617 | 0.00206869555876621 | 0.00103434777938311 |
23 | 2.8967113076706e-12 | 5.7934226153412e-12 | 0.999999999997103 |
24 | 0.0246456574788767 | 0.0492913149577534 | 0.975354342521123 |
25 | 4.06375882618982e-15 | 8.12751765237964e-15 | 0.999999999999996 |
26 | 4.40883410543018e-13 | 8.81766821086037e-13 | 0.999999999999559 |
27 | 0.975961121524076 | 0.0480777569518471 | 0.0240388784759236 |
28 | 1.45957333906993e-15 | 2.91914667813987e-15 | 0.999999999999999 |
29 | 3.10708864294546e-14 | 6.21417728589093e-14 | 0.999999999999969 |
30 | 0.994976939566312 | 0.0100461208673751 | 0.00502306043368756 |
31 | 1 | 1.37498329575396e-42 | 6.8749164787698e-43 |
32 | 3.04820891903554e-23 | 6.09641783807108e-23 | 1 |
33 | 1 | 1.94625846248846e-38 | 9.73129231244228e-39 |
34 | 0.91004537414671 | 0.17990925170658 | 0.08995462585329 |
35 | 0.999999761008822 | 4.77982355940654e-07 | 2.38991177970327e-07 |
36 | 0.829615169115608 | 0.340769661768784 | 0.170384830884392 |
37 | 0.996106794299889 | 0.00778641140022161 | 0.00389320570011081 |
38 | 1 | 5.8045758221803e-44 | 2.90228791109015e-44 |
39 | 1 | 1.86323315083684e-37 | 9.31616575418419e-38 |
40 | 1 | 3.72728129501867e-31 | 1.86364064750933e-31 |
41 | 1 | 5.56838274258848e-44 | 2.78419137129424e-44 |
42 | 0.313677422757327 | 0.627354845514654 | 0.686322577242673 |
43 | 4.02273352110375e-26 | 8.0454670422075e-26 | 1 |
44 | 0.21788727648353 | 0.435774552967059 | 0.78211272351647 |
45 | 0.999999999991782 | 1.6435945070491e-11 | 8.21797253524548e-12 |
46 | 0.994086963701322 | 0.0118260725973556 | 0.0059130362986778 |
47 | 0.736840704782312 | 0.526318590435377 | 0.263159295217688 |
48 | 1 | 8.00717513950269e-31 | 4.00358756975135e-31 |
49 | 0.999658065835786 | 0.000683868328428381 | 0.00034193416421419 |
50 | 1 | 1.05654785670937e-29 | 5.28273928354684e-30 |
51 | 1 | 6.05174097132553e-22 | 3.02587048566277e-22 |
52 | 2.00971816366384e-29 | 4.01943632732769e-29 | 1 |
53 | 0.971841398632524 | 0.0563172027349519 | 0.0281586013674759 |
54 | 0.136857663082197 | 0.273715326164394 | 0.863142336917803 |
55 | 0.28957405125897 | 0.579148102517939 | 0.71042594874103 |
56 | 2.62685800706509e-24 | 5.25371601413017e-24 | 1 |
57 | 1.10304063216331e-44 | 2.20608126432662e-44 | 1 |
58 | 2.24752050474658e-30 | 4.49504100949316e-30 | 1 |
59 | 1 | 8.38186012573515e-28 | 4.19093006286758e-28 |
60 | 0.00019557193915679 | 0.000391143878313581 | 0.999804428060843 |
61 | 1 | 1.58427294122299e-18 | 7.92136470611493e-19 |
62 | 1 | 1.41128698384986e-18 | 7.05643491924931e-19 |
63 | 0.779261894964897 | 0.441476210070205 | 0.220738105035103 |
64 | 0.470017613270403 | 0.940035226540806 | 0.529982386729597 |
65 | 0.900035010414809 | 0.199929979170381 | 0.0999649895851907 |
66 | 0.999714710507781 | 0.000570578984438251 | 0.000285289492219126 |
67 | 0.916749403330845 | 0.16650119333831 | 0.0832505966691552 |
68 | 2.05309627115478e-20 | 4.10619254230956e-20 | 1 |
69 | 3.14279772791876e-28 | 6.28559545583751e-28 | 1 |
70 | 9.11924022781158e-27 | 1.82384804556232e-26 | 1 |
71 | 0.993459709594559 | 0.0130805808108818 | 0.00654029040544091 |
72 | 0.999998467124603 | 3.06575079434641e-06 | 1.53287539717321e-06 |
73 | 0.999447848073402 | 0.00110430385319674 | 0.000552151926598369 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 45 | 0.692307692307692 | NOK |
5% type I error level | 50 | 0.769230769230769 | NOK |
10% type I error level | 52 | 0.8 | NOK |