| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = -10.9999999999998 + 1X[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) | -10.9999999999998 | 0 | -54235051562800.9 | 0 | 0 |
| X | 1 | 0 | 2818919394784156 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 1 |
| R-squared | 1 |
| Adjusted R-squared | 1 |
| F-TEST (value) | 7.94630655429027e+30 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 59 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.14906334931848e-13 |
| Sum Squared Residuals | 7.79004482640727e-25 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 562 | 561.999999999999 | 8.7498286696373e-13 |
| 2 | 561 | 561 | -1.27465237899230e-14 |
| 3 | 555 | 555 | -1.45839977517006e-14 |
| 4 | 544 | 544 | -1.43481736451483e-14 |
| 5 | 537 | 537 | -1.72663564817609e-14 |
| 6 | 543 | 543 | -1.57801179586074e-14 |
| 7 | 594 | 594 | -1.20288747088037e-14 |
| 8 | 611 | 611 | -1.78838876498035e-14 |
| 9 | 613 | 613 | -1.14672853440849e-14 |
| 10 | 611 | 611 | -1.78838876498035e-14 |
| 11 | 594 | 594 | -1.20288747088037e-14 |
| 12 | 595 | 595 | -1.94787145923459e-14 |
| 13 | 591 | 591 | -1.45483508097808e-14 |
| 14 | 589 | 589 | -1.38595257578984e-14 |
| 15 | 584 | 584 | -1.56901768069931e-14 |
| 16 | 573 | 573 | -1.54543527004408e-14 |
| 17 | 567 | 567 | -1.42760559644939e-14 |
| 18 | 569 | 569 | -1.40767025966762e-14 |
| 19 | 621 | 621 | -1.42225855516142e-14 |
| 20 | 629 | 629 | -2.40833131167445e-14 |
| 21 | 628 | 628 | -9.52804587560131e-15 |
| 22 | 612 | 612 | -1.11228728181437e-14 |
| 23 | 595 | 595 | -1.94787145923459e-14 |
| 24 | 597 | 597 | -2.01675396442282e-14 |
| 25 | 593 | 593 | -1.87898895404636e-14 |
| 26 | 590 | 590 | -1.42039382838396e-14 |
| 27 | 580 | 580 | -1.78652403820289e-14 |
| 28 | 574 | 574 | -1.57987652263820e-14 |
| 29 | 573 | 573 | -1.54543527004408e-14 |
| 30 | 573 | 573 | -1.54543527004408e-14 |
| 31 | 620 | 620 | -1.3878173025673e-14 |
| 32 | 626 | 626 | -2.3050075538921e-14 |
| 33 | 620 | 620 | -1.3878173025673e-14 |
| 34 | 588 | 588 | -1.35151132319573e-14 |
| 35 | 566 | 566 | -1.48198218582529e-14 |
| 36 | 557 | 557 | -1.39405551740327e-14 |
| 37 | 561 | 561 | -1.44300268580973e-14 |
| 38 | 549 | 549 | -1.25175225960536e-14 |
| 39 | 532 | 532 | -1.19915801732546e-14 |
| 40 | 526 | 526 | -9.9251050176076e-15 |
| 41 | 511 | 511 | -1.18643444860911e-14 |
| 42 | 499 | 499 | -7.73139417479719e-15 |
| 43 | 555 | 555 | -1.45839977517006e-14 |
| 44 | 565 | 565 | -1.44754093323117e-14 |
| 45 | 542 | 542 | -1.54357054326662e-14 |
| 46 | 527 | 527 | -1.73749449011498e-14 |
| 47 | 510 | 510 | -1.151993196015e-14 |
| 48 | 514 | 514 | -1.28975820639146e-14 |
| 49 | 517 | 517 | -1.39308196417381e-14 |
| 50 | 508 | 508 | -1.08311069082677e-14 |
| 51 | 493 | 493 | -1.98757737343522e-14 |
| 52 | 490 | 490 | -1.88425361565287e-14 |
| 53 | 469 | 469 | -1.16098731117643e-14 |
| 54 | 478 | 478 | -1.47095858452347e-14 |
| 55 | 528 | 528 | -1.06139300694899e-14 |
| 56 | 534 | 534 | -1.26804052251369e-14 |
| 57 | 518 | 518 | -7.16980481007829e-15 |
| 58 | 506 | 506 | -1.72477092139863e-14 |
| 59 | 502 | 502 | -1.58700591102217e-14 |
| 60 | 516 | 516 | -1.35864071157970e-14 |
| 61 | 528 | 528 | -1.06139300694899e-14 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 1.03471779602571e-06 | 2.06943559205142e-06 | 0.999998965282204 |
| 6 | 0.000474485593374027 | 0.000948971186748055 | 0.999525514406626 |
| 7 | 1 | 1.01113848317708e-35 | 5.05569241588539e-36 |
| 8 | 0.674471505154387 | 0.651056989691226 | 0.325528494845613 |
| 9 | 1 | 8.65796250173894e-61 | 4.32898125086947e-61 |
| 10 | 4.84201941228151e-05 | 9.68403882456302e-05 | 0.999951579805877 |
| 11 | 1 | 5.25540310806625e-56 | 2.62770155403313e-56 |
| 12 | 2.79778802958151e-15 | 5.59557605916302e-15 | 0.999999999999997 |
| 13 | 0.999489838279317 | 0.00102032344136618 | 0.000510161720683091 |
| 14 | 0.434510781218193 | 0.869021562436385 | 0.565489218781807 |
| 15 | 0.561095195041889 | 0.877809609916222 | 0.438904804958111 |
| 16 | 3.86802413799862e-23 | 7.73604827599725e-23 | 1 |
| 17 | 1.94159059550450e-22 | 3.88318119100901e-22 | 1 |
| 18 | 1.11166999174810e-40 | 2.22333998349621e-40 | 1 |
| 19 | 0.593840627452085 | 0.81231874509583 | 0.406159372547915 |
| 20 | 1 | 2.95888856202590e-83 | 1.47944428101295e-83 |
| 21 | 0.938229111038922 | 0.123541777922157 | 0.0617708889610783 |
| 22 | 0.999919187930865 | 0.000161624138270833 | 8.08120691354164e-05 |
| 23 | 0.999869478569238 | 0.000261042861523580 | 0.000130521430761790 |
| 24 | 0.999872120599961 | 0.000255758800077084 | 0.000127879400038542 |
| 25 | 3.24024184322771e-32 | 6.48048368645542e-32 | 1 |
| 26 | 3.62790035365853e-25 | 7.25580070731706e-25 | 1 |
| 27 | 1 | 6.49723521571497e-35 | 3.24861760785749e-35 |
| 28 | 1 | 1.14724398879949e-54 | 5.73621994399743e-55 |
| 29 | 1 | 9.85796444983566e-17 | 4.92898222491783e-17 |
| 30 | 3.9387900015696e-07 | 7.8775800031392e-07 | 0.999999606121 |
| 31 | 2.94926964189101e-45 | 5.89853928378202e-45 | 1 |
| 32 | 0.00238187010666648 | 0.00476374021333296 | 0.997618129893334 |
| 33 | 1 | 3.38453029540524e-17 | 1.69226514770262e-17 |
| 34 | 0.00489840222498825 | 0.0097968044499765 | 0.995101597775012 |
| 35 | 0.999752407214779 | 0.000495185570442931 | 0.000247592785221466 |
| 36 | 7.40160208070831e-48 | 1.48032041614166e-47 | 1 |
| 37 | 0.000251804553765988 | 0.000503609107531977 | 0.999748195446234 |
| 38 | 0.486015155289995 | 0.97203031057999 | 0.513984844710005 |
| 39 | 1 | 3.38926834391317e-28 | 1.69463417195658e-28 |
| 40 | 7.60318929450352e-20 | 1.52063785890070e-19 | 1 |
| 41 | 1 | 1.56218266805104e-24 | 7.81091334025521e-25 |
| 42 | 1 | 3.6889737533062e-36 | 1.8444868766531e-36 |
| 43 | 1 | 4.50999965680094e-23 | 2.25499982840047e-23 |
| 44 | 0.00065906129136285 | 0.0013181225827257 | 0.999340938708637 |
| 45 | 1 | 4.49029208836164e-22 | 2.24514604418082e-22 |
| 46 | 0.999999999999909 | 1.82812310516569e-13 | 9.14061552582847e-14 |
| 47 | 1 | 1.26654086808440e-17 | 6.33270434042201e-18 |
| 48 | 8.47779184640072e-33 | 1.69555836928014e-32 | 1 |
| 49 | 0.0236951910294237 | 0.0473903820588474 | 0.976304808970576 |
| 50 | 1.0560877894018e-54 | 2.1121755788036e-54 | 1 |
| 51 | 0.00124790297786906 | 0.00249580595573813 | 0.99875209702213 |
| 52 | 0.999999999762462 | 4.75075007704935e-10 | 2.37537503852467e-10 |
| 53 | 3.33493002470245e-45 | 6.6698600494049e-45 | 1 |
| 54 | 0.923839355451948 | 0.152321289096104 | 0.0761606445480518 |
| 55 | 0.948310692046408 | 0.103378615907185 | 0.0516893079535924 |
| 56 | 0.298632516488587 | 0.597265032977174 | 0.701367483511413 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 42 | 0.807692307692308 | NOK |
| 5% type I error level | 43 | 0.826923076923077 | NOK |
| 10% type I error level | 43 | 0.826923076923077 | NOK |
