| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 1.06274535598555e-13 -7.40368580312247e-15X[t] + 1Y1[t] -2.49491967099707e-16Y2[t] -7.76325341182505e-15M1[t] -1.12541765469799e-14M2[t] + 2.53598308095574e-14M3[t] -6.82437533726178e-15M4[t] -1.55805188163171e-14M5[t] -4.01619744340962e-15M6[t] -3.48487966996589e-15M7[t] -2.22775536803889e-15M8[t] -7.77290620661168e-15M9[t] -7.18342602512127e-15M10[t] -9.9675717906609e-15M11[t] -1.86192005030618e-16t + 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) | 1.06274535598555e-13 | 0 | 5.6921 | 0 | 0 |
| X | -7.40368580312247e-15 | 0 | -0.982 | 0.330057 | 0.165029 |
| Y1 | 1 | 0 | 6439117912296125 | 0 | 0 |
| Y2 | -2.49491967099707e-16 | 0 | -1.6279 | 0.108789 | 0.054394 |
| M1 | -7.76325341182505e-15 | 0 | -0.8222 | 0.414229 | 0.207115 |
| M2 | -1.12541765469799e-14 | 0 | -1.0329 | 0.305799 | 0.1529 |
| M3 | 2.53598308095574e-14 | 0 | 2.5001 | 0.015168 | 0.007584 |
| M4 | -6.82437533726178e-15 | 0 | -0.6259 | 0.533746 | 0.266873 |
| M5 | -1.55805188163171e-14 | 0 | -1.1813 | 0.242149 | 0.121074 |
| M6 | -4.01619744340962e-15 | 0 | -0.4159 | 0.678997 | 0.339498 |
| M7 | -3.48487966996589e-15 | 0 | -0.3649 | 0.716449 | 0.358225 |
| M8 | -2.22775536803889e-15 | 0 | -0.2318 | 0.817519 | 0.40876 |
| M9 | -7.77290620661168e-15 | 0 | -0.7612 | 0.449533 | 0.224766 |
| M10 | -7.18342602512127e-15 | 0 | -0.715 | 0.477392 | 0.238696 |
| M11 | -9.9675717906609e-15 | 0 | -0.9419 | 0.350005 | 0.175003 |
| t | -1.86192005030618e-16 | 0 | -1.3681 | 0.17637 | 0.088185 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 1 |
| R-squared | 1 |
| Adjusted R-squared | 1 |
| F-TEST (value) | 1.10755894587909e+31 |
| F-TEST (DF numerator) | 15 |
| F-TEST (DF denominator) | 60 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.62785721367161e-14 |
| Sum Squared Residuals | 1.58995146486163e-26 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 105.7 | 105.7 | -1.87501227668678e-14 |
| 2 | 111.1 | 111.1 | -7.88186329683917e-15 |
| 3 | 82.4 | 82.3999999999999 | 1.10100153420788e-13 |
| 4 | 60 | 60 | 1.26288773275614e-15 |
| 5 | 107.3 | 107.3 | -6.75043305936605e-15 |
| 6 | 99.3 | 99.3 | -5.36458239487027e-15 |
| 7 | 113.5 | 113.5 | -1.03475739704539e-14 |
| 8 | 108.9 | 108.9 | -6.74467361830939e-15 |
| 9 | 100.2 | 100.2 | -1.45788959844328e-15 |
| 10 | 103.9 | 103.9 | -3.79991396335654e-15 |
| 11 | 138.7 | 138.7 | -6.27158649300331e-15 |
| 12 | 120.2 | 120.2 | -4.08897335163304e-15 |
| 13 | 100.2 | 100.2 | 2.09648485511926e-15 |
| 14 | 143.2 | 143.2 | -5.83570796719309e-15 |
| 15 | 70.9 | 70.9 | -2.34871975463622e-14 |
| 16 | 85.2 | 85.2 | -7.77892673166169e-15 |
| 17 | 133 | 133 | -6.19648009442811e-15 |
| 18 | 136.6 | 136.6 | -5.32729627304423e-15 |
| 19 | 117.9 | 117.9 | 1.91956147439405e-17 |
| 20 | 106.3 | 106.3 | -2.85537759100486e-15 |
| 21 | 122.3 | 122.3 | -3.72051838227125e-15 |
| 22 | 125.5 | 125.5 | -1.22768181631841e-15 |
| 23 | 148.4 | 148.4 | -3.80160621281128e-15 |
| 24 | 126.3 | 126.3 | -4.68652543321553e-16 |
| 25 | 99.6 | 99.6 | 6.3912093342792e-15 |
| 26 | 140.4 | 140.4 | -1.23800846282544e-15 |
| 27 | 80.3 | 80.3 | -1.61774205172592e-14 |
| 28 | 92.6 | 92.6 | -2.73571032992907e-15 |
| 29 | 138.5 | 138.5 | 5.30638681387003e-17 |
| 30 | 110.9 | 110.9 | 4.47040543331341e-15 |
| 31 | 119.6 | 119.6 | -4.35198127167311e-15 |
| 32 | 105 | 105 | -8.06501950418881e-16 |
| 33 | 109 | 109 | 1.24484238910063e-15 |
| 34 | 129.4 | 129.4 | -4.82926626824315e-16 |
| 35 | 148.6 | 148.6 | -7.73789953916413e-16 |
| 36 | 101.4 | 101.4 | 4.62418058566152e-15 |
| 37 | 134.8 | 134.8 | -4.31098011094492e-15 |
| 38 | 143.7 | 143.7 | 6.81655603228803e-15 |
| 39 | 81.6 | 81.6 | -1.42865850410121e-14 |
| 40 | 90.3 | 90.3 | -1.66545594977605e-15 |
| 41 | 141.5 | 141.5 | 2.57365298555580e-15 |
| 42 | 140.7 | 140.7 | 4.68753822582972e-15 |
| 43 | 140.2 | 140.2 | 1.03887138783993e-15 |
| 44 | 100.2 | 100.2 | 7.3227783092764e-15 |
| 45 | 125.7 | 125.7 | -2.04906446518876e-15 |
| 46 | 119.6 | 119.6 | 5.83192627201722e-15 |
| 47 | 134.7 | 134.7 | 4.38576535599249e-15 |
| 48 | 109 | 109 | 3.67472768080953e-15 |
| 49 | 116.3 | 116.3 | 3.54522458116108e-15 |
| 50 | 146.9 | 146.9 | 1.56315513072790e-15 |
| 51 | 97.4 | 97.4 | -1.47767770292774e-14 |
| 52 | 89.4 | 89.4 | 5.31860031999318e-15 |
| 53 | 132.1 | 132.1 | 5.91479115651984e-15 |
| 54 | 139.8 | 139.8 | 1.83168324588582e-15 |
| 55 | 129 | 129 | 5.99556781725689e-15 |
| 56 | 112.5 | 112.5 | 5.04899764555025e-15 |
| 57 | 121.9 | 121.9 | 3.63472621947071e-15 |
| 58 | 121.7 | 121.7 | 2.20345532810912e-15 |
| 59 | 123.1 | 123.1 | 3.86734939312938e-15 |
| 60 | 131.6 | 131.6 | -2.53562571152073e-15 |
| 61 | 119.3 | 119.3 | 7.9160084887091e-15 |
| 62 | 132.5 | 132.5 | 7.3350862413151e-15 |
| 63 | 98.3 | 98.3 | -2.21932700347241e-14 |
| 64 | 85.1 | 85.1 | 3.27787824441884e-15 |
| 65 | 131.7 | 131.7 | 4.40540514357983e-15 |
| 66 | 129.3 | 129.3 | -2.97748237114454e-16 |
| 67 | 90.7 | 90.7 | 7.64592042228621e-15 |
| 68 | 78.6 | 78.6 | -1.96522279509351e-15 |
| 69 | 68.9 | 68.9 | 2.34790383733195e-15 |
| 70 | 79.1 | 79.1 | -2.52485919362709e-15 |
| 71 | 83.5 | 83.5 | 2.59386791060910e-15 |
| 72 | 74.1 | 74.1 | -1.20565665999556e-15 |
| 73 | 59.7 | 59.7 | 3.11217561854407e-15 |
| 74 | 93.3 | 93.3 | -7.59217677473366e-16 |
| 75 | 61.3 | 61.3 | -1.91789032521532e-14 |
| 76 | 56.6 | 56.6 | 2.32072671419862e-15 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 19 | 0.00932499692100152 | 0.0186499938420030 | 0.990675003078998 |
| 20 | 0.0157240891349185 | 0.031448178269837 | 0.984275910865082 |
| 21 | 0.9060778144361 | 0.187844371127801 | 0.0939221855639006 |
| 22 | 0.962294964106254 | 0.0754100717874913 | 0.0377050358937456 |
| 23 | 0.78780554472666 | 0.424388910546679 | 0.212194455273339 |
| 24 | 0.999999999994276 | 1.14472852021447e-11 | 5.72364260107237e-12 |
| 25 | 0.389599469752955 | 0.77919893950591 | 0.610400530247045 |
| 26 | 0.955251431191284 | 0.0894971376174328 | 0.0447485688087164 |
| 27 | 2.19391064308484e-05 | 4.38782128616969e-05 | 0.99997806089357 |
| 28 | 0.999998069038747 | 3.86192250596218e-06 | 1.93096125298109e-06 |
| 29 | 0.00579134757371423 | 0.0115826951474285 | 0.994208652426286 |
| 30 | 0.999644762925071 | 0.00071047414985727 | 0.000355237074928635 |
| 31 | 0.0421094872327278 | 0.0842189744654555 | 0.957890512767272 |
| 32 | 0.984419740346494 | 0.0311605193070122 | 0.0155802596535061 |
| 33 | 0.999999999790546 | 4.1890777979843e-10 | 2.09453889899215e-10 |
| 34 | 0.540404490506318 | 0.919191018987364 | 0.459595509493682 |
| 35 | 7.03910937535486e-05 | 0.000140782187507097 | 0.999929608906246 |
| 36 | 0.997583231762645 | 0.00483353647470937 | 0.00241676823735468 |
| 37 | 0.999999999827142 | 3.45716651296187e-10 | 1.72858325648094e-10 |
| 38 | 2.62488927920316e-07 | 5.24977855840633e-07 | 0.999999737511072 |
| 39 | 0.999999798356074 | 4.03287853040628e-07 | 2.01643926520314e-07 |
| 40 | 0.99999991078252 | 1.78434958234910e-07 | 8.92174791174548e-08 |
| 41 | 0.931919920248392 | 0.136160159503217 | 0.0680800797516083 |
| 42 | 0.999999999999624 | 7.52776470982934e-13 | 3.76388235491467e-13 |
| 43 | 1.50106221840192e-12 | 3.00212443680385e-12 | 0.9999999999985 |
| 44 | 7.14534415659668e-16 | 1.42906883131934e-15 | 1 |
| 45 | 0.131472786103807 | 0.262945572207614 | 0.868527213896193 |
| 46 | 2.68389353984892e-12 | 5.36778707969785e-12 | 0.999999999997316 |
| 47 | 0.000118805255720377 | 0.000237610511440754 | 0.99988119474428 |
| 48 | 0.546094218628107 | 0.907811562743785 | 0.453905781371892 |
| 49 | 0.933800670972768 | 0.132398658054464 | 0.0661993290272319 |
| 50 | 1 | 0 | 0 |
| 51 | 0.995895744572558 | 0.00820851085488377 | 0.00410425542744189 |
| 52 | 0.0329915536914908 | 0.0659831073829816 | 0.96700844630851 |
| 53 | 0.0212016944651777 | 0.0424033889303553 | 0.978798305534822 |
| 54 | 0.984056670749131 | 0.0318866585017377 | 0.0159433292508688 |
| 55 | 0.999952458090514 | 9.5083818972779e-05 | 4.75419094863894e-05 |
| 56 | 0.0211445616888068 | 0.0422891233776135 | 0.978855438311193 |
| 57 | 0.675324515583063 | 0.649350968833875 | 0.324675484416938 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 19 | 0.487179487179487 | NOK |
| 5% type I error level | 26 | 0.666666666666667 | NOK |
| 10% type I error level | 30 | 0.769230769230769 | NOK |
