Multiple Linear Regression - Estimated Regression Equation |
Yt[t] = + 5.65277449152099e-15 + 0.999999999999998X1t[t] + 1.00000000000000X2t[t] + 1X3t[t] + 1X4t[t] + 1X5t[t] + 1X6t[t] + 1.00000000000000X7t[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) | 5.65277449152099e-15 | 0 | 2.1714 | 0.031474 | 0.015737 |
X1t | 0.999999999999998 | 0 | 2295304619726722 | 0 | 0 |
X2t | 1.00000000000000 | 0 | 1737088925487035 | 0 | 0 |
X3t | 1 | 0 | 1680838988880423 | 0 | 0 |
X4t | 1 | 0 | 1690597273108607 | 0 | 0 |
X5t | 1 | 0 | 1979753070537650 | 0 | 0 |
X6t | 1 | 0 | 1907175258011070 | 0 | 0 |
X7t | 1.00000000000000 | 0 | 1659750307323752 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 1 |
R-squared | 1 |
Adjusted R-squared | 1 |
F-TEST (value) | 1.59029440260596e+31 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 150 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.02271080728302e-15 |
Sum Squared Residuals | 3.78414357803965e-27 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 23.9999999999999 | 5.4679233911816e-14 |
2 | 25 | 25.0000000000000 | -2.34466723732491e-14 |
3 | 30 | 30 | 4.40060569066426e-15 |
4 | 19 | 19 | -6.162445547409e-15 |
5 | 22 | 22 | -6.95001114635409e-16 |
6 | 22 | 22 | -5.18669161073777e-15 |
7 | 25 | 25 | 2.07099882053762e-15 |
8 | 23 | 23 | 2.12019517737531e-15 |
9 | 17 | 17 | 9.6944945555234e-16 |
10 | 21 | 21 | 7.77436210298879e-16 |
11 | 19 | 19 | 4.38141436319459e-16 |
12 | 19 | 19 | 7.12315530563665e-16 |
13 | 15 | 15 | -3.73653379795946e-16 |
14 | 16 | 16 | 1.34092654939325e-15 |
15 | 23 | 23 | -2.95342082814583e-16 |
16 | 27 | 27 | 4.63216986012391e-16 |
17 | 22 | 22 | 6.56439306485443e-16 |
18 | 14 | 14 | 5.40082240803923e-16 |
19 | 22 | 22 | -4.67453343341134e-16 |
20 | 23 | 23 | 2.16539268495076e-16 |
21 | 23 | 23 | -1.16667692028670e-15 |
22 | 21 | 21 | 3.66942880131265e-16 |
23 | 19 | 19 | -1.385016727195e-16 |
24 | 18 | 18 | -3.62226921603343e-16 |
25 | 20 | 20 | -3.46285400048605e-16 |
26 | 23 | 23 | 1.02214280119796e-15 |
27 | 25 | 25 | -1.20146484791471e-15 |
28 | 19 | 19 | 8.71717219850532e-17 |
29 | 24 | 24 | -1.75460259035751e-15 |
30 | 22 | 22 | -4.31016926757548e-16 |
31 | 25 | 25 | -1.04784318713914e-15 |
32 | 26 | 26 | -7.24343648051878e-16 |
33 | 29 | 29 | -1.35638899308394e-16 |
34 | 32 | 32 | -2.58269908054916e-16 |
35 | 25 | 25 | -5.28756467219368e-17 |
36 | 29 | 29 | -1.76325283274044e-16 |
37 | 28 | 28 | 1.19194075351474e-16 |
38 | 17 | 17 | 1.32978507811277e-15 |
39 | 28 | 28 | 1.19194075351474e-16 |
40 | 29 | 29 | 1.65441480513277e-16 |
41 | 26 | 26 | -3.12307980184998e-15 |
42 | 25 | 25 | -2.73792413445623e-17 |
43 | 14 | 14 | 5.40082240803923e-16 |
44 | 25 | 25 | -2.2599468222865e-16 |
45 | 26 | 26 | -1.28477335485215e-15 |
46 | 20 | 20 | 6.458702439866e-16 |
47 | 18 | 18 | -3.11196079984962e-16 |
48 | 32 | 32 | -1.13498397717451e-15 |
49 | 25 | 25 | -1.04784318713914e-15 |
50 | 25 | 25 | 8.58523774412738e-16 |
51 | 23 | 23 | -1.60653517818652e-15 |
52 | 21 | 21 | -7.129785620458e-16 |
53 | 20 | 20 | -1.81558244185446e-15 |
54 | 15 | 15 | -1.2287797014343e-15 |
55 | 30 | 30 | 1.16088935041905e-15 |
56 | 24 | 24 | 7.11106835457189e-16 |
57 | 26 | 26 | -2.16340039831914e-15 |
58 | 24 | 24 | 2.2839261784989e-17 |
59 | 22 | 22 | -2.04919174317775e-15 |
60 | 14 | 14 | 3.97073410775532e-16 |
61 | 24 | 24 | 6.46046537787993e-16 |
62 | 24 | 24 | 3.18297824888136e-16 |
63 | 24 | 24 | 2.2839261784989e-17 |
64 | 24 | 24 | 2.19860134884790e-16 |
65 | 19 | 19 | 4.86689791810069e-16 |
66 | 31 | 31 | -6.27729222140305e-16 |
67 | 22 | 22 | -3.02797614858376e-16 |
68 | 27 | 27 | 3.81947828900892e-16 |
69 | 19 | 19 | -6.06449295311223e-16 |
70 | 25 | 25 | 3.96531757615815e-16 |
71 | 20 | 20 | 1.53178949344847e-15 |
72 | 21 | 21 | -3.43166177506857e-16 |
73 | 27 | 27 | 3.56124243064482e-16 |
74 | 23 | 23 | 1.28192278000074e-15 |
75 | 25 | 25 | -5.30012838651923e-16 |
76 | 20 | 20 | -1.81558244185446e-15 |
77 | 21 | 21 | -3.69604675937102e-16 |
78 | 22 | 22 | 4.38955063764887e-16 |
79 | 23 | 23 | 1.83467728186949e-16 |
80 | 25 | 25 | -5.28756467219368e-17 |
81 | 25 | 25 | -6.36044127085785e-16 |
82 | 17 | 17 | 1.32978507811277e-15 |
83 | 19 | 19 | 2.37877032938004e-15 |
84 | 25 | 25 | -2.12177931580617e-16 |
85 | 19 | 19 | 4.38141436319459e-16 |
86 | 20 | 20 | 8.67345083381545e-16 |
87 | 26 | 26 | 2.37550122262004e-16 |
88 | 23 | 23 | -1.61578293218882e-15 |
89 | 27 | 27 | 3.56124243064482e-16 |
90 | 17 | 17 | -2.97452024302629e-16 |
91 | 17 | 17 | 1.07515356352717e-15 |
92 | 19 | 19 | -1.06275845822984e-15 |
93 | 17 | 17 | -6.36140748408697e-16 |
94 | 22 | 22 | -4.67453343341134e-16 |
95 | 21 | 21 | -1.88098814184504e-15 |
96 | 32 | 32 | -1.25099729366568e-15 |
97 | 21 | 21 | -3.69604675937102e-16 |
98 | 21 | 21 | 9.52989789784179e-16 |
99 | 18 | 18 | -6.89940385366812e-16 |
100 | 18 | 18 | -1.56503167576656e-16 |
101 | 23 | 23 | 8.71717219850532e-17 |
102 | 19 | 19 | -6.03477925834168e-17 |
103 | 20 | 20 | -3.43166177506857e-16 |
104 | 21 | 21 | -2.7137233371064e-16 |
105 | 20 | 20 | 3.8740123706713e-16 |
106 | 17 | 17 | 7.81102892466329e-16 |
107 | 18 | 18 | -1.26529090409144e-15 |
108 | 19 | 19 | -2.01221420158322e-15 |
109 | 22 | 22 | -1.85204654553362e-16 |
110 | 15 | 15 | -8.58368178089289e-16 |
111 | 14 | 14 | -8.85982709039911e-16 |
112 | 18 | 18 | -4.17320388550468e-16 |
113 | 24 | 24 | -9.23917275843618e-16 |
114 | 35 | 35 | 7.46141745770695e-17 |
115 | 29 | 29 | -1.09847858098335e-15 |
116 | 21 | 21 | -2.3705594404562e-15 |
117 | 25 | 25 | -1.48475568927335e-15 |
118 | 20 | 20 | 1.39860867927233e-15 |
119 | 22 | 22 | 1.35597572495392e-15 |
120 | 13 | 13 | 1.61876993845633e-16 |
121 | 26 | 26 | -5.5871432562863e-16 |
122 | 17 | 17 | 1.07722196656207e-15 |
123 | 25 | 25 | 2.49679571505464e-16 |
124 | 20 | 20 | 1.87412014690547e-15 |
125 | 19 | 19 | 8.10163784511347e-16 |
126 | 21 | 21 | -9.31659726921099e-16 |
127 | 22 | 22 | -4.61856279439127e-16 |
128 | 24 | 24 | -1.19432992028941e-15 |
129 | 21 | 21 | -1.28477335485215e-15 |
130 | 26 | 26 | -1.36401985913911e-16 |
131 | 24 | 24 | -1.70001156246394e-15 |
132 | 16 | 16 | -7.13551212464841e-16 |
133 | 23 | 23 | -1.27755875474837e-15 |
134 | 18 | 18 | 2.85632355932166e-16 |
135 | 16 | 16 | -1.28477335485215e-15 |
136 | 26 | 26 | 1.97255783690882e-15 |
137 | 19 | 19 | 8.14333699301813e-16 |
138 | 21 | 21 | -7.16017700782112e-16 |
139 | 21 | 21 | 8.88336680079244e-16 |
140 | 22 | 22 | 1.6803345918565e-15 |
141 | 23 | 23 | -2.67185608551446e-16 |
142 | 29 | 29 | -3.33351947284590e-16 |
143 | 21 | 21 | -1.72572187981651e-15 |
144 | 21 | 21 | -1.14348170687555e-15 |
145 | 23 | 23 | 2.58013733520171e-16 |
146 | 27 | 27 | -6.81721525080088e-16 |
147 | 25 | 25 | -5.30455275752571e-16 |
148 | 21 | 21 | -7.36848301521211e-16 |
149 | 10 | 10 | -6.14042652104326e-16 |
150 | 20 | 20 | 1.22726050535130e-15 |
151 | 26 | 26 | -2.1283110782555e-15 |
152 | 24 | 24 | -1.33027470068247e-15 |
153 | 29 | 29 | 3.40334549005982e-16 |
154 | 19 | 19 | 2.18554800890698e-15 |
155 | 24 | 24 | -1.17441156338223e-15 |
156 | 19 | 19 | -1.05042300688226e-15 |
157 | 24 | 24 | 7.70453382242686e-17 |
158 | 22 | 22 | 4.12462447823937e-16 |
159 | 17 | NA | NA |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.198727293869551 | 0.397454587739102 | 0.80127270613045 |
12 | 0.000490491475111996 | 0.000980982950223991 | 0.999509508524888 |
13 | 1.94688890818687e-06 | 3.89377781637374e-06 | 0.999998053111092 |
14 | 0.0576826627588537 | 0.115365325517707 | 0.942317337241146 |
15 | 0.000132972044698631 | 0.000265944089397262 | 0.999867027955301 |
16 | 2.70906270740679e-08 | 5.41812541481358e-08 | 0.999999972909373 |
17 | 7.82291503356155e-13 | 1.56458300671231e-12 | 0.999999999999218 |
18 | 5.43588848424815e-11 | 1.08717769684963e-10 | 0.99999999994564 |
19 | 4.86549774806163e-08 | 9.73099549612327e-08 | 0.999999951345023 |
20 | 2.26872957874386e-11 | 4.53745915748772e-11 | 0.999999999977313 |
21 | 1.21659006195967e-07 | 2.43318012391935e-07 | 0.999999878340994 |
22 | 4.71127242425764e-09 | 9.42254484851528e-09 | 0.999999995288728 |
23 | 0.92141888939187 | 0.157162221216260 | 0.0785811106081302 |
24 | 8.15931656494636e-06 | 1.63186331298927e-05 | 0.999991840683435 |
25 | 2.33936528157533e-07 | 4.67873056315065e-07 | 0.999999766063472 |
26 | 0.000130694976904984 | 0.000261389953809967 | 0.999869305023095 |
27 | 0.687779047889801 | 0.624441904220398 | 0.312220952110199 |
28 | 4.7555550200333e-17 | 9.5111100400666e-17 | 1 |
29 | 0.996943909981371 | 0.00611218003725717 | 0.00305609001862858 |
30 | 1.18640835779094e-06 | 2.37281671558188e-06 | 0.999998813591642 |
31 | 0.0023797936960184 | 0.0047595873920368 | 0.997620206303982 |
32 | 1 | 2.17032219948718e-36 | 1.08516109974359e-36 |
33 | 1.21346827995270e-05 | 2.42693655990539e-05 | 0.9999878653172 |
34 | 0.00722537188835583 | 0.0144507437767117 | 0.992774628111644 |
35 | 0.0010254375061223 | 0.0020508750122446 | 0.998974562493878 |
36 | 3.47798144082734e-24 | 6.95596288165467e-24 | 1 |
37 | 3.56528677374145e-15 | 7.1305735474829e-15 | 0.999999999999996 |
38 | 3.48854217370139e-21 | 6.97708434740277e-21 | 1 |
39 | 7.6418565557708e-20 | 1.52837131115416e-19 | 1 |
40 | 0.995817963597323 | 0.00836407280535362 | 0.00418203640267681 |
41 | 0.126771523269821 | 0.253543046539643 | 0.873228476730179 |
42 | 0.861520941281004 | 0.276958117437991 | 0.138479058718996 |
43 | 1.52260053609570e-06 | 3.04520107219141e-06 | 0.999998477399464 |
44 | 0.488263059251034 | 0.976526118502068 | 0.511736940748966 |
45 | 6.05105651649973e-15 | 1.21021130329995e-14 | 0.999999999999994 |
46 | 0.00144273143076962 | 0.00288546286153925 | 0.99855726856923 |
47 | 5.910425385906e-17 | 1.1820850771812e-16 | 1 |
48 | 4.26411668105976e-23 | 8.52823336211952e-23 | 1 |
49 | 1.95143593707703e-21 | 3.90287187415406e-21 | 1 |
50 | 0.93977842986939 | 0.120443140261219 | 0.0602215701306094 |
51 | 0.999430794348792 | 0.00113841130241621 | 0.000569205651208105 |
52 | 0.0112149623793594 | 0.0224299247587189 | 0.98878503762064 |
53 | 2.03010174963882e-06 | 4.06020349927764e-06 | 0.99999796989825 |
54 | 2.05309699349572e-46 | 4.10619398699143e-46 | 1 |
55 | 1 | 7.14505104207465e-17 | 3.57252552103733e-17 |
56 | 0.0309415835724505 | 0.0618831671449009 | 0.96905841642755 |
57 | 1 | 1.00327916640463e-32 | 5.01639583202317e-33 |
58 | 5.45616859408648e-21 | 1.09123371881730e-20 | 1 |
59 | 0.999926307198345 | 0.000147385603310179 | 7.36928016550894e-05 |
60 | 0.778253145839155 | 0.44349370832169 | 0.221746854160845 |
61 | 1 | 6.57638899936315e-33 | 3.28819449968158e-33 |
62 | 1.73056098794098e-06 | 3.46112197588196e-06 | 0.999998269439012 |
63 | 2.48310030101095e-36 | 4.9662006020219e-36 | 1 |
64 | 2.15316826675274e-17 | 4.30633653350548e-17 | 1 |
65 | 0.913740611574031 | 0.172518776851938 | 0.0862593884259692 |
66 | 1 | 1.19301945875477e-36 | 5.96509729377384e-37 |
67 | 0.997800207710883 | 0.00439958457823412 | 0.00219979228911706 |
68 | 1 | 2.65526352413373e-38 | 1.32763176206687e-38 |
69 | 1.59887962088185e-19 | 3.1977592417637e-19 | 1 |
70 | 0.296520250852007 | 0.593040501704013 | 0.703479749147993 |
71 | 0.146624026886372 | 0.293248053772744 | 0.853375973113628 |
72 | 1 | 1.17993338638020e-69 | 5.89966693190098e-70 |
73 | 4.72341726308488e-45 | 9.44683452616976e-45 | 1 |
74 | 4.01124780059783e-13 | 8.02249560119567e-13 | 0.9999999999996 |
75 | 2.73421917446137e-23 | 5.46843834892273e-23 | 1 |
76 | 3.0629804335193e-15 | 6.1259608670386e-15 | 0.999999999999997 |
77 | 1.05803165581653e-44 | 2.11606331163306e-44 | 1 |
78 | 0.999999999999236 | 1.52730932080693e-12 | 7.63654660403465e-13 |
79 | 1.49191426289055e-37 | 2.98382852578111e-37 | 1 |
80 | 3.90789497978888e-07 | 7.81578995957775e-07 | 0.999999609210502 |
81 | 1 | 1.99430642065003e-95 | 9.97153210325013e-96 |
82 | 0.999999989917556 | 2.01648890094061e-08 | 1.00824445047030e-08 |
83 | 1.40309893562625e-33 | 2.80619787125249e-33 | 1 |
84 | 1 | 2.96674520049018e-16 | 1.48337260024509e-16 |
85 | 0.999999998596866 | 2.80626892269445e-09 | 1.40313446134722e-09 |
86 | 0.999894643418962 | 0.000210713162076471 | 0.000105356581038236 |
87 | 1 | 5.46741031049254e-29 | 2.73370515524627e-29 |
88 | 3.15633442070998e-05 | 6.31266884141996e-05 | 0.999968436655793 |
89 | 0.0156973704222820 | 0.0313947408445640 | 0.984302629577718 |
90 | 3.37200759402839e-08 | 6.74401518805677e-08 | 0.999999966279924 |
91 | 1 | 6.01706842051864e-25 | 3.00853421025932e-25 |
92 | 0.999448105415294 | 0.00110378916941253 | 0.000551894584706264 |
93 | 0.999999999977055 | 4.58900846909031e-11 | 2.29450423454516e-11 |
94 | 0.99999999987145 | 2.57098416524765e-10 | 1.28549208262382e-10 |
95 | 0.999997481584117 | 5.03683176636401e-06 | 2.51841588318200e-06 |
96 | 0.999999999989658 | 2.06845786084223e-11 | 1.03422893042111e-11 |
97 | 0.00097201802617477 | 0.00194403605234954 | 0.999027981973825 |
98 | 1 | 7.49059524779674e-38 | 3.74529762389837e-38 |
99 | 2.53653331870966e-07 | 5.07306663741932e-07 | 0.999999746346668 |
100 | 1 | 8.49598251502897e-56 | 4.24799125751449e-56 |
101 | 0.999999985290239 | 2.941952254783e-08 | 1.4709761273915e-08 |
102 | 1 | 9.7653925436888e-18 | 4.8826962718444e-18 |
103 | 1.37044041150991e-17 | 2.74088082301982e-17 | 1 |
104 | 1 | 7.1771670206962e-45 | 3.5885835103481e-45 |
105 | 1 | 1.31631077905512e-15 | 6.58155389527561e-16 |
106 | 1.08318025860870e-16 | 2.16636051721740e-16 | 1 |
107 | 0.997458272238597 | 0.00508345552280653 | 0.00254172776140327 |
108 | 0.00079351766375589 | 0.00158703532751178 | 0.999206482336244 |
109 | 1 | 8.95310763600885e-18 | 4.47655381800442e-18 |
110 | 5.3106178648092e-30 | 1.06212357296184e-29 | 1 |
111 | 1 | 1.28390320646231e-18 | 6.41951603231153e-19 |
112 | 1 | 1.10400558791487e-18 | 5.52002793957433e-19 |
113 | 1 | 6.21493048831439e-17 | 3.10746524415720e-17 |
114 | 1.72747190175854e-18 | 3.45494380351709e-18 | 1 |
115 | 5.42040149392627e-41 | 1.08408029878525e-40 | 1 |
116 | 0.948973807599695 | 0.102052384800609 | 0.0510261924003046 |
117 | 0.00282315310769563 | 0.00564630621539125 | 0.997176846892304 |
118 | 0.128367495950330 | 0.256734991900660 | 0.87163250404967 |
119 | 0.999999999909306 | 1.81387424317920e-10 | 9.06937121589602e-11 |
120 | 0.616004902619715 | 0.76799019476057 | 0.383995097380285 |
121 | 1 | 3.81318743666095e-29 | 1.90659371833048e-29 |
122 | 1 | 3.27713339019568e-27 | 1.63856669509784e-27 |
123 | 0.999910243601812 | 0.000179512796376129 | 8.97563981880647e-05 |
124 | 0.99985591576006 | 0.000288168479877699 | 0.000144084239938849 |
125 | 0.999998333692969 | 3.33261406264709e-06 | 1.66630703132354e-06 |
126 | 1 | 4.92231723801526e-29 | 2.46115861900763e-29 |
127 | 0.99999999999113 | 1.77414281440152e-11 | 8.87071407200762e-12 |
128 | 1 | 1.0641748143815e-23 | 5.3208740719075e-24 |
129 | 0.993319338373864 | 0.0133613232522721 | 0.00668066162613604 |
130 | 0.999999847325628 | 3.05348744952807e-07 | 1.52674372476404e-07 |
131 | 1.78194535966749e-05 | 3.56389071933499e-05 | 0.999982180546403 |
132 | 0.765405281759343 | 0.469189436481315 | 0.234594718240657 |
133 | 0.999999999865671 | 2.68658115532553e-10 | 1.34329057766277e-10 |
134 | 1 | 7.30904477198118e-16 | 3.65452238599059e-16 |
135 | 0.999999931616854 | 1.36766292885816e-07 | 6.8383146442908e-08 |
136 | 0.99999987122409 | 2.57551820504207e-07 | 1.28775910252103e-07 |
137 | 0.999999762458179 | 4.75083642392734e-07 | 2.37541821196367e-07 |
138 | 1 | 1.68954833573697e-18 | 8.44774167868483e-19 |
139 | 0.999999999999982 | 3.64195639708312e-14 | 1.82097819854156e-14 |
140 | 0.999999961254138 | 7.74917233687675e-08 | 3.87458616843838e-08 |
141 | 0.999999997257455 | 5.48508918887605e-09 | 2.74254459443803e-09 |
142 | 0.9999999971593 | 5.68139785080545e-09 | 2.84069892540273e-09 |
143 | 0.999999999887272 | 2.25456084643568e-10 | 1.12728042321784e-10 |
144 | 0.866627065186277 | 0.266745869627445 | 0.133372934813723 |
145 | 0.999620545141225 | 0.00075890971754979 | 0.000379454858774895 |
146 | 0.999999936696689 | 1.26606622515509e-07 | 6.33033112577543e-08 |
147 | 0.996742931865387 | 0.00651413626922547 | 0.00325706813461274 |
148 | 0.382786192682766 | 0.765572385365533 | 0.617213807317234 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 115 | 0.833333333333333 | NOK |
5% type I error level | 119 | 0.86231884057971 | NOK |
10% type I error level | 120 | 0.869565217391304 | NOK |