| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = -10.9999999999998 + 1X[t] + 1.49768332069831e-13M1[t] + 3.15212593919212e-15M2[t] + 7.17426655440003e-17M3[t] + 1.26161441554288e-15M4[t] + 2.12539972606287e-15M5[t] + 2.66074608880097e-15M6[t] + 2.71458453422716e-15M7[t] -2.73366500849629e-15M8[t] + 4.2792421394502e-15M9[t] + 4.75800251784279e-16M10[t] + 1.29088614655903e-15M11[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 | -46461366442033.2 | 0 | 0 |
| X | 1 | 0 | 2454980266684375 | 0 | 0 |
| M1 | 1.49768332069831e-13 | 0 | 2.1094 | 0.040149 | 0.020074 |
| M2 | 3.15212593919212e-15 | 0 | 0.0425 | 0.966273 | 0.483137 |
| M3 | 7.17426655440003e-17 | 0 | 0.001 | 0.999233 | 0.499616 |
| M4 | 1.26161441554288e-15 | 0 | 0.017 | 0.986537 | 0.493269 |
| M5 | 2.12539972606287e-15 | 0 | 0.0284 | 0.977452 | 0.488726 |
| M6 | 2.66074608880097e-15 | 0 | 0.0356 | 0.971755 | 0.485878 |
| M7 | 2.71458453422716e-15 | 0 | 0.0362 | 0.97128 | 0.48564 |
| M8 | -2.73366500849629e-15 | 0 | -0.0361 | 0.971335 | 0.485668 |
| M9 | 4.2792421394502e-15 | 0 | 0.057 | 0.954763 | 0.477382 |
| M10 | 4.75800251784279e-16 | 0 | 0.0064 | 0.99492 | 0.49746 |
| M11 | 1.29088614655903e-15 | 0 | 0.0174 | 0.986183 | 0.493091 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 1 |
| R-squared | 1 |
| Adjusted R-squared | 1 |
| F-TEST (value) | 6.36136484099676e+29 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 48 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.17235962979347e-13 |
| Sum Squared Residuals | 6.5972500875335e-25 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 562 | 561.999999999999 | 7.41176493519634e-13 |
| 2 | 561 | 561 | 7.1728427640018e-17 |
| 3 | 555 | 555 | 1.36515492563589e-15 |
| 4 | 544 | 544 | 5.03722123418926e-16 |
| 5 | 537 | 537 | -3.21930930656747e-15 |
| 6 | 543 | 543 | -2.31893433227744e-15 |
| 7 | 594 | 594 | 9.49074390035476e-16 |
| 8 | 611 | 611 | 3.99178964404305e-16 |
| 9 | 613 | 613 | -2.1396493986529e-16 |
| 10 | 611 | 611 | -2.81028629587628e-15 |
| 11 | 594 | 594 | 2.37277277770357e-15 |
| 12 | 595 | 595 | -3.79460049030042e-15 |
| 13 | 591 | 591 | -1.48598890653482e-13 |
| 14 | 589 | 589 | -1.27702040891977e-15 |
| 15 | 584 | 584 | 1.48094707379684e-17 |
| 16 | 573 | 573 | -8.4662333147891e-16 |
| 17 | 567 | 567 | -4.81594719926861e-16 |
| 18 | 569 | 569 | -8.3442677688888e-16 |
| 19 | 621 | 621 | -1.47196379033856e-15 |
| 20 | 629 | 629 | -5.95179806091241e-15 |
| 21 | 628 | 628 | 1.59898156330514e-15 |
| 22 | 612 | 612 | 3.94230900476268e-15 |
| 23 | 595 | 595 | -5.08548663685942e-15 |
| 24 | 597 | 597 | -4.50026460422447e-15 |
| 25 | 593 | 593 | -1.52857268446207e-13 |
| 26 | 590 | 590 | -1.62985246588190e-15 |
| 27 | 580 | 580 | -2.12657598021436e-15 |
| 28 | 574 | 574 | -1.19945538844097e-15 |
| 29 | 573 | 573 | -1.71040864199892e-15 |
| 30 | 573 | 573 | -2.24575500473702e-15 |
| 31 | 620 | 620 | -1.11913173337654e-15 |
| 32 | 626 | 626 | -4.8933018900263e-15 |
| 33 | 620 | 620 | -2.68378933859956e-15 |
| 34 | 588 | 588 | 1.75213733545007e-15 |
| 35 | 566 | 566 | -1.82427503161073e-16 |
| 36 | 557 | 557 | 2.06350110680601e-15 |
| 37 | 561 | 561 | -1.48227980771173e-13 |
| 38 | 549 | 549 | 4.01763993760036e-16 |
| 39 | 532 | 532 | 4.15122171756194e-15 |
| 40 | 526 | 526 | 5.0783423093354e-15 |
| 41 | 511 | 511 | 2.40161049564492e-15 |
| 42 | 499 | 499 | 6.10024881645128e-15 |
| 43 | 555 | 555 | -1.27768694304731e-15 |
| 44 | 565 | 565 | 4.1949557088563e-15 |
| 45 | 542 | 542 | -3.58459832596457e-15 |
| 46 | 527 | 527 | -1.59410294146905e-15 |
| 47 | 510 | 510 | 3.58895613211083e-15 |
| 48 | 514 | 514 | 3.46851405082166e-15 |
| 49 | 517 | 517 | -1.47358314189895e-13 |
| 50 | 508 | 508 | 2.43338045340181e-15 |
| 51 | 493 | 493 | -3.40461013372152e-15 |
| 52 | 490 | 490 | -3.53598571283429e-15 |
| 53 | 469 | 469 | 3.00970217284851e-15 |
| 54 | 478 | 478 | -7.0113270254792e-16 |
| 55 | 528 | 528 | 2.91970807672699e-15 |
| 56 | 534 | 534 | 6.25096527767821e-15 |
| 57 | 518 | 518 | 4.88337104112435e-15 |
| 58 | 506 | 506 | -1.29005710286727e-15 |
| 59 | 502 | 502 | -6.938147697939e-16 |
| 60 | 516 | 516 | 2.76284993689764e-15 |
| 61 | 528 | 528 | -1.44134039458876e-13 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 8.226928087861e-06 | 1.6453856175722e-05 | 0.999991773071912 |
| 17 | 7.14836887896909e-07 | 1.42967377579382e-06 | 0.999999285163112 |
| 18 | 8.8158438321542e-14 | 1.76316876643084e-13 | 0.999999999999912 |
| 19 | 0.702947134770209 | 0.594105730459583 | 0.297052865229791 |
| 20 | 1 | 2.08973960896685e-59 | 1.04486980448342e-59 |
| 21 | 0.903765597934269 | 0.192468804131462 | 0.0962344020657312 |
| 22 | 0.997816426420212 | 0.00436714715957652 | 0.00218357357978826 |
| 23 | 0.995665097383865 | 0.00866980523226945 | 0.00433490261613473 |
| 24 | 0.994133506325557 | 0.0117329873488857 | 0.00586649367444284 |
| 25 | 6.22933043309322e-18 | 1.24586608661864e-17 | 1 |
| 26 | 4.40259020361679e-14 | 8.80518040723357e-14 | 0.999999999999956 |
| 27 | 1 | 4.02516462900809e-23 | 2.01258231450405e-23 |
| 28 | 1 | 2.84845798323531e-35 | 1.42422899161765e-35 |
| 29 | 0.999999999894471 | 2.11057244765383e-10 | 1.05528622382691e-10 |
| 30 | 3.39909157459406e-05 | 6.79818314918813e-05 | 0.999966009084254 |
| 31 | 5.45329556195428e-29 | 1.09065911239086e-28 | 1 |
| 32 | 0.00561479120779814 | 0.0112295824155963 | 0.994385208792202 |
| 33 | 0.99999999983816 | 3.23682331136652e-10 | 1.61841165568326e-10 |
| 34 | 0.00669066762252976 | 0.0133813352450595 | 0.99330933237747 |
| 35 | 0.986680951565844 | 0.0266380968683116 | 0.0133190484341558 |
| 36 | 6.66255810091468e-34 | 1.33251162018294e-33 | 1 |
| 37 | 0.00880233558306982 | 0.0176046711661396 | 0.99119766441693 |
| 38 | 0.59894284289886 | 0.80211431420228 | 0.40105715710114 |
| 39 | 0.99999999999998 | 3.97752381955655e-14 | 1.98876190977827e-14 |
| 40 | 5.58886542687237e-12 | 1.11777308537447e-11 | 0.999999999994411 |
| 41 | 0.999999999831785 | 3.36430614514845e-10 | 1.68215307257423e-10 |
| 42 | 0.99999999999975 | 4.9801176358057e-13 | 2.49005881790285e-13 |
| 43 | 0.99999997329244 | 5.3415122004525e-08 | 2.67075610022625e-08 |
| 44 | 0.00705085702403019 | 0.0141017140480604 | 0.99294914297597 |
| 45 | 0.999976276190424 | 4.74476191514882e-05 | 2.37238095757441e-05 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 21 | 0.7 | NOK |
| 5% type I error level | 27 | 0.9 | NOK |
| 10% type I error level | 27 | 0.9 | NOK |
