| Multiple Linear Regression - Estimated Regression Equation |
| X[t] = + 2.42573757940473e-14 -1.10621525256423e-15Y[t] + 1.73941944300476e-16`y(t)`[t] + 1`y(t-1)`[t] + 3.5871261402665e-15M1[t] + 1.45311986839648e-15M2[t] + 3.86317633458343e-15M3[t] -4.58472364171786e-15M4[t] + 1.42554963786182e-15M5[t] + 6.72587662357488e-16M6[t] + 1.80051575661032e-15M7[t] + 2.48804227517438e-15M8[t] + 5.59157247289086e-17M9[t] + 3.13914674201018e-15M10[t] + 9.23529337726194e-16M11[t] + 6.16682067938704e-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) | 2.42573757940473e-14 | 0 | 3.0162 | 0.004286 | 0.002143 |
| Y | -1.10621525256423e-15 | 0 | -0.7443 | 0.460721 | 0.230361 |
| `y(t)` | 1.73941944300476e-16 | 0 | 2.1251 | 0.039361 | 0.01968 |
| `y(t-1)` | 1 | 0 | 12238483023183556 | 0 | 0 |
| M1 | 3.5871261402665e-15 | 0 | 0.982 | 0.331606 | 0.165803 |
| M2 | 1.45311986839648e-15 | 0 | 0.3548 | 0.724452 | 0.362226 |
| M3 | 3.86317633458343e-15 | 0 | 0.9466 | 0.349108 | 0.174554 |
| M4 | -4.58472364171786e-15 | 0 | -1.1446 | 0.258709 | 0.129354 |
| M5 | 1.42554963786182e-15 | 0 | 0.4016 | 0.689962 | 0.344981 |
| M6 | 6.72587662357488e-16 | 0 | 0.1969 | 0.844836 | 0.422418 |
| M7 | 1.80051575661032e-15 | 0 | 0.4703 | 0.640511 | 0.320256 |
| M8 | 2.48804227517438e-15 | 0 | 0.6707 | 0.505977 | 0.252989 |
| M9 | 5.59157247289086e-17 | 0 | 0.0174 | 0.986233 | 0.493117 |
| M10 | 3.13914674201018e-15 | 0 | 0.5566 | 0.580655 | 0.290328 |
| M11 | 9.23529337726194e-16 | 0 | 0.2544 | 0.800402 | 0.400201 |
| t | 6.16682067938704e-17 | 0 | 1.488 | 0.144049 | 0.072024 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 1 |
| R-squared | 1 |
| Adjusted R-squared | 1 |
| F-TEST (value) | 5.17784686417388e+31 |
| F-TEST (DF numerator) | 15 |
| F-TEST (DF denominator) | 43 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4.68745380333525e-15 |
| Sum Squared Residuals | 9.4480559581129e-28 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 121.6 | 121.6 | 5.1598968911658e-15 |
| 2 | 118.8 | 118.8 | -2.47048516888479e-15 |
| 3 | 114 | 114 | 5.97101416775422e-15 |
| 4 | 111.5 | 111.5 | -2.45667224914920e-14 |
| 5 | 97.2 | 97.2 | 2.63396148879811e-15 |
| 6 | 102.5 | 102.5 | 1.31732627232337e-15 |
| 7 | 113.4 | 113.4 | 2.48406872766872e-15 |
| 8 | 109.8 | 109.8 | 1.72595734699534e-15 |
| 9 | 104.9 | 104.9 | 6.00364530378654e-16 |
| 10 | 126.1 | 126.1 | 2.27633968785434e-15 |
| 11 | 80 | 80 | -7.8807059158531e-16 |
| 12 | 96.8 | 96.8 | 1.55724433278448e-15 |
| 13 | 117.2 | 117.2 | 5.89719441674279e-16 |
| 14 | 112.3 | 112.3 | 1.63424952099354e-15 |
| 15 | 117.3 | 117.3 | 5.3331706975893e-17 |
| 16 | 111.1 | 111.1 | 6.70288979656398e-15 |
| 17 | 102.2 | 102.2 | 2.80488516572053e-16 |
| 18 | 104.3 | 104.3 | -1.32518249573566e-15 |
| 19 | 122.9 | 122.9 | 5.01312148040412e-16 |
| 20 | 107.6 | 107.6 | -2.42314342635931e-15 |
| 21 | 121.3 | 121.3 | 1.20535114440922e-15 |
| 22 | 131.5 | 131.5 | 5.07128663371332e-16 |
| 23 | 89 | 89 | 7.452982789112e-18 |
| 24 | 104.4 | 104.4 | -4.80245327984365e-16 |
| 25 | 128.9 | 128.9 | -2.29889377350922e-15 |
| 26 | 135.9 | 135.9 | 6.3946376342949e-16 |
| 27 | 133.3 | 133.3 | -1.45821243091906e-15 |
| 28 | 121.3 | 121.3 | 5.93071438076604e-15 |
| 29 | 120.5 | 120.5 | -1.82511413908129e-16 |
| 30 | 120.4 | 120.4 | -9.24845719424226e-16 |
| 31 | 137.9 | 137.9 | -2.82944238042836e-16 |
| 32 | 126.1 | 126.1 | -1.55362873926436e-15 |
| 33 | 133.2 | 133.2 | 3.73716350686351e-16 |
| 34 | 151.1 | 151.1 | -3.3829995467753e-15 |
| 35 | 105 | 105 | 3.93822025238541e-16 |
| 36 | 119 | 119 | -5.353571482844e-17 |
| 37 | 140.4 | 140.4 | -3.26470645771113e-15 |
| 38 | 156.6 | 156.6 | -2.22429205037575e-16 |
| 39 | 137.1 | 137.1 | -2.96956344884491e-15 |
| 40 | 122.7 | 122.7 | 4.91384830208465e-15 |
| 41 | 125.8 | 125.8 | -1.73152536749111e-15 |
| 42 | 139.3 | 139.3 | 6.64119576856926e-16 |
| 43 | 134.9 | 134.9 | -1.90487363852007e-15 |
| 44 | 149.2 | 149.2 | 3.82632825443814e-15 |
| 45 | 132.3 | 132.3 | -3.50478428733403e-16 |
| 46 | 149 | 149 | 1.67466771418008e-15 |
| 47 | 117.2 | 117.2 | 6.24147312877045e-16 |
| 48 | 119.6 | 119.6 | -1.02346328997169e-15 |
| 49 | 152 | 152 | -1.86016101619726e-16 |
| 50 | 149.4 | 149.4 | 4.19201089499341e-16 |
| 51 | 127.3 | 127.3 | -1.59656999496614e-15 |
| 52 | 114.1 | 114.1 | 7.0192700120773e-15 |
| 53 | 102.1 | 102.1 | -1.00041322397093e-15 |
| 54 | 107.7 | 107.7 | 2.68582365979593e-16 |
| 55 | 104.4 | 104.4 | -7.97562999146224e-16 |
| 56 | 102.1 | 102.1 | -1.57551343580981e-15 |
| 57 | 96 | 96 | -1.82895359674082e-15 |
| 58 | 109.3 | 109.3 | -1.07513651863044e-15 |
| 59 | 90 | 90 | -2.37351729319387e-16 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 19 | 0.69142168521663 | 0.617156629566739 | 0.308578314783370 |
| 20 | 0.02574499606909 | 0.05148999213818 | 0.97425500393091 |
| 21 | 0.0595406216367284 | 0.119081243273457 | 0.940459378363272 |
| 22 | 1.01201420189138e-05 | 2.02402840378276e-05 | 0.999989879857981 |
| 23 | 0.000253306370645435 | 0.00050661274129087 | 0.999746693629355 |
| 24 | 0.0301946488199432 | 0.0603892976398864 | 0.969805351180057 |
| 25 | 0.284936973320276 | 0.569873946640552 | 0.715063026679724 |
| 26 | 0.999991774320646 | 1.64513587083305e-05 | 8.22567935416527e-06 |
| 27 | 0.868386539863755 | 0.26322692027249 | 0.131613460136245 |
| 28 | 0.115494881318590 | 0.230989762637180 | 0.88450511868141 |
| 29 | 0.998490528696558 | 0.00301894260688477 | 0.00150947130344238 |
| 30 | 0.99691442480576 | 0.00617115038847792 | 0.00308557519423896 |
| 31 | 0.597607690723887 | 0.804784618552225 | 0.402392309276113 |
| 32 | 0.0254881477432064 | 0.0509762954864128 | 0.974511852256794 |
| 33 | 0.992376797681307 | 0.0152464046373853 | 0.00762320231869264 |
| 34 | 0.897414722611983 | 0.205170554776035 | 0.102585277388017 |
| 35 | 2.56079568825056e-06 | 5.12159137650113e-06 | 0.999997439204312 |
| 36 | 0.989696981810004 | 0.0206060363799912 | 0.0103030181899956 |
| 37 | 0.960761521459893 | 0.078476957080214 | 0.039238478540107 |
| 38 | 0.0120053609248915 | 0.0240107218497830 | 0.987994639075108 |
| 39 | 0.710013668705791 | 0.579972662588417 | 0.289986331294209 |
| 40 | 9.32816602953124e-05 | 0.000186563320590625 | 0.999906718339705 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 7 | 0.318181818181818 | NOK |
| 5% type I error level | 10 | 0.454545454545455 | NOK |
| 10% type I error level | 14 | 0.636363636363636 | NOK |
