Multiple Linear Regression - Estimated Regression Equation |
Werkl[t] = -2.98556262486551e-14 0Infl[t] + 1`Yt-1`[t] + 1.81519184532925e-16`Yt-2`[t] -2.45507207353906e-16`Yt-3`[t] + 7.4137832331761e-17`Yt-4`[t] + 6.5975896112844e-17M1[t] + 9.08061661664562e-17M2[t] -2.66567376381162e-16M3[t] + 7.09161574221674e-17M4[t] + 1.63667482847923e-17M5[t] + 3.81721703518880e-17M6[t] + 2.98530572921271e-17M7[t] -2.71027271967783e-18M8[t] + 6.79620888317612e-17M9[t] + 3.47356474680704e-17M10[t] + 5.46324815218279e-17M11[t] + 6.35636611756634e-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 | -1.6946 | 0.097924 | 0.048962 |
Infl | 0 | 0 | 0 | 1 | 0.5 |
`Yt-1` | 1 | 0 | 3741816225799161 | 0 | 0 |
`Yt-2` | 1.81519184532925e-16 | 0 | 0.4035 | 0.688734 | 0.344367 |
`Yt-3` | -2.45507207353906e-16 | 0 | -0.546 | 0.588093 | 0.294047 |
`Yt-4` | 7.4137832331761e-17 | 0 | 0.281 | 0.780191 | 0.390095 |
M1 | 6.5975896112844e-17 | 0 | 0.4445 | 0.659055 | 0.329527 |
M2 | 9.08061661664562e-17 | 0 | 0.6053 | 0.548391 | 0.274195 |
M3 | -2.66567376381162e-16 | 0 | -1.7688 | 0.084544 | 0.042272 |
M4 | 7.09161574221674e-17 | 0 | 0.4695 | 0.641278 | 0.320639 |
M5 | 1.63667482847923e-17 | 0 | 0.1111 | 0.912131 | 0.456066 |
M6 | 3.81721703518880e-17 | 0 | 0.2545 | 0.800401 | 0.400201 |
M7 | 2.98530572921271e-17 | 0 | 0.1969 | 0.844871 | 0.422436 |
M8 | -2.71027271967783e-18 | 0 | -0.0177 | 0.985929 | 0.492964 |
M9 | 6.79620888317612e-17 | 0 | 0.449 | 0.655879 | 0.327939 |
M10 | 3.47356474680704e-17 | 0 | 0.2362 | 0.81452 | 0.40726 |
M11 | 5.46324815218279e-17 | 0 | 0.3552 | 0.724281 | 0.36214 |
t | 6.35636611756634e-18 | 0 | 1.3312 | 0.190671 | 0.095335 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 1 |
R-squared | 1 |
Adjusted R-squared | 1 |
F-TEST (value) | 3.33185245735595e+31 |
F-TEST (DF numerator) | 17 |
F-TEST (DF denominator) | 40 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.17097405565436e-16 |
Sum Squared Residuals | 1.88525134012973e-30 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 105.7 | 105.7 | 1.49552512497658e-16 |
2 | 105.8 | 105.8 | 3.33937539667287e-16 |
3 | 105.8 | 105.8 | -1.08719992884711e-15 |
4 | 105.8 | 105.8 | 1.39426622871516e-16 |
5 | 105.9 | 105.9 | 1.55265102064878e-16 |
6 | 106.1 | 106.1 | -5.19524682221481e-17 |
7 | 106.4 | 106.4 | 6.00412829751428e-17 |
8 | 106.4 | 106.4 | 5.16349872797564e-17 |
9 | 106.3 | 106.3 | 3.65264734765019e-17 |
10 | 106.2 | 106.2 | 3.87610830091879e-17 |
11 | 106.2 | 106.2 | 9.52862205509342e-17 |
12 | 106.3 | 106.3 | 5.59978027992261e-17 |
13 | 106.4 | 106.4 | 3.89602548763855e-17 |
14 | 106.5 | 106.5 | -9.99454996011432e-17 |
15 | 106.6 | 106.6 | 2.70602730345035e-16 |
16 | 106.6 | 106.6 | -8.71666312490517e-18 |
17 | 106.6 | 106.6 | -1.07186601307071e-17 |
18 | 106.8 | 106.8 | 1.30500196016333e-17 |
19 | 107 | 107 | -2.92787967404063e-17 |
20 | 107.2 | 107.2 | -8.28629083039791e-18 |
21 | 107.3 | 107.3 | -5.90047807583614e-17 |
22 | 107.5 | 107.5 | 1.60096074424447e-17 |
23 | 107.6 | 107.6 | -4.76267967664343e-17 |
24 | 107.6 | 107.6 | 4.60302208894893e-17 |
25 | 107.7 | 107.7 | 3.58366460334465e-17 |
26 | 107.7 | 107.7 | -9.6475515397015e-17 |
27 | 107.7 | 107.7 | 3.54652205341242e-16 |
28 | 107.7 | 107.7 | -7.39577915114317e-17 |
29 | 107.6 | 107.6 | -2.26691303656988e-17 |
30 | 107.7 | 107.7 | -2.57502820522133e-17 |
31 | 107.9 | 107.9 | -5.08362480832184e-17 |
32 | 107.9 | 107.9 | -5.26102697201318e-17 |
33 | 107.9 | 107.9 | 1.22580084363961e-18 |
34 | 107.8 | 107.8 | -9.28618845873883e-17 |
35 | 107.6 | 107.6 | -5.93094511638587e-17 |
36 | 107.4 | 107.4 | -6.5179359957401e-17 |
37 | 107 | 107 | -1.28072004818785e-16 |
38 | 107 | 107 | -2.35198561410580e-17 |
39 | 107.2 | 107.2 | 2.10175191946292e-16 |
40 | 107.5 | 107.5 | -5.21952802861169e-17 |
41 | 107.8 | 107.8 | -1.31462198121498e-16 |
42 | 107.8 | 107.8 | 2.30991340641218e-17 |
43 | 107.7 | 107.7 | 1.21462146447795e-16 |
44 | 107.6 | 107.6 | 1.26626624880166e-16 |
45 | 107.6 | 107.6 | -4.41815549403141e-17 |
46 | 107.5 | 107.5 | -5.31979615378214e-17 |
47 | 107.5 | 107.5 | 1.16500273793586e-17 |
48 | 107.6 | 107.6 | -3.68486637313149e-17 |
49 | 107.6 | 107.6 | -9.6277408588705e-17 |
50 | 107.9 | 107.9 | -1.13996668528071e-16 |
51 | 107.6 | 107.6 | 2.51769801214538e-16 |
52 | 107.5 | 107.5 | -4.55688794906218e-18 |
53 | 107.5 | 107.5 | 9.58488655302598e-18 |
54 | 107.6 | 107.6 | 4.15535966086062e-17 |
55 | 107.7 | 107.7 | -1.01388384599313e-16 |
56 | 107.8 | 107.8 | -1.17365051609393e-16 |
57 | 107.9 | 107.9 | 6.54340613785344e-17 |
58 | 107.9 | 107.9 | 9.1289155673577e-17 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
21 | 0.591069785509482 | 0.817860428981037 | 0.408930214490519 |
22 | 0.999999996963887 | 6.07222536272485e-09 | 3.03611268136242e-09 |
23 | 0.00102221008903394 | 0.00204442017806787 | 0.998977789910966 |
24 | 0.999997550403497 | 4.89919300658841e-06 | 2.44959650329421e-06 |
25 | 0.623507784910155 | 0.75298443017969 | 0.376492215089845 |
26 | 0.000650426367742655 | 0.00130085273548531 | 0.999349573632257 |
27 | 0.859939463711808 | 0.280121072576384 | 0.140060536288192 |
28 | 0.000954392229626092 | 0.00190878445925218 | 0.999045607770374 |
29 | 0.999999999987814 | 2.43719023926068e-11 | 1.21859511963034e-11 |
30 | 0.82455644400038 | 0.350887111999241 | 0.175443555999620 |
31 | 0.00546539439463716 | 0.0109307887892743 | 0.994534605605363 |
32 | 0.930429369949485 | 0.139141260101030 | 0.0695706300505151 |
33 | 0.999731696479276 | 0.000536607041447633 | 0.000268303520723816 |
34 | 0.999999528308956 | 9.43382087935302e-07 | 4.71691043967651e-07 |
35 | 0.954182298818555 | 0.0916354023628897 | 0.0458177011814448 |
36 | 0.869562160368846 | 0.260875679262308 | 0.130437839631154 |
37 | 0.999923861248633 | 0.000152277502733041 | 7.61387513665206e-05 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 9 | 0.529411764705882 | NOK |
5% type I error level | 10 | 0.588235294117647 | NOK |
10% type I error level | 11 | 0.647058823529412 | NOK |