Multiple Linear Regression - Estimated Regression Equation |
Concernovermistakes[t] = + 4.33736380419233e-15 + 4.81096972513162e-16Month[t] -3.92793744225778e-17Y1[t] -9.27473958819082e-19Y2[t] + 3.88904353136391e-17Y3[t] + 1Y4[t] -1.70376654484216e-16M1[t] -5.54509482764853e-16M2[t] -9.08004524329228e-18M3[t] -2.60528232216317e-16M4[t] -1.29360887914371e-16M5[t] + 1.12553726951424e-15M6[t] -8.79059136696996e-17M7[t] -1.41501096448634e-17M8[t] -1.30646741044540e-17M9[t] -6.23166389836798e-18M10[t] -6.08428066208678e-17M11[t] + 5.40177177391998e-19t + 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) | 4.33736380419233e-15 | 0 | 4.0323 | 9.1e-05 | 4.5e-05 |
Month | 4.81096972513162e-16 | 0 | 0.7634 | 0.44651 | 0.223255 |
Y1 | -3.92793744225778e-17 | 0 | -1.8733 | 0.063143 | 0.031572 |
Y2 | -9.27473958819082e-19 | 0 | -0.0443 | 0.964711 | 0.482356 |
Y3 | 3.88904353136391e-17 | 0 | 1.8706 | 0.063514 | 0.031757 |
Y4 | 1 | 0 | 47681391142170928 | 0 | 0 |
M1 | -1.70376654484216e-16 | 0 | -0.3061 | 0.760014 | 0.380007 |
M2 | -5.54509482764853e-16 | 0 | -0.9988 | 0.319654 | 0.159827 |
M3 | -9.08004524329228e-18 | 0 | -0.0162 | 0.987078 | 0.493539 |
M4 | -2.60528232216317e-16 | 0 | -0.4651 | 0.642626 | 0.321313 |
M5 | -1.29360887914371e-16 | 0 | -0.23 | 0.818403 | 0.409201 |
M6 | 1.12553726951424e-15 | 0 | 2.0136 | 0.045991 | 0.022995 |
M7 | -8.79059136696996e-17 | 0 | -0.1588 | 0.874055 | 0.437027 |
M8 | -1.41501096448634e-17 | 0 | -0.0256 | 0.979622 | 0.489811 |
M9 | -1.30646741044540e-17 | 0 | -0.0239 | 0.980956 | 0.490478 |
M10 | -6.23166389836798e-18 | 0 | -0.0112 | 0.99107 | 0.495535 |
M11 | -6.08428066208678e-17 | 0 | -0.1089 | 0.913457 | 0.456729 |
t | 5.40177177391998e-19 | 0 | 0.2066 | 0.836647 | 0.418323 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 1 |
R-squared | 1 |
Adjusted R-squared | 1 |
F-TEST (value) | 1.54517351998080e+32 |
F-TEST (DF numerator) | 17 |
F-TEST (DF denominator) | 138 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.38557140118381e-15 |
Sum Squared Residuals | 2.64933518873427e-28 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 24 | -2.78094059747395e-15 |
2 | 25 | 25 | -5.44714417592349e-15 |
3 | 17 | 17 | -2.01448003217992e-15 |
4 | 18 | 18 | -1.7943206687792e-15 |
5 | 18 | 18 | -1.57896630058888e-15 |
6 | 16 | 16 | 1.36158517749454e-14 |
7 | 20 | 20 | -2.4478968431953e-17 |
8 | 16 | 16 | -8.46447071885983e-17 |
9 | 18 | 18 | -2.68307640627034e-17 |
10 | 17 | 17 | 3.51969071087913e-16 |
11 | 23 | 23 | 4.99225403250177e-17 |
12 | 30 | 30 | -5.61826983878747e-18 |
13 | 23 | 23 | 1.40333193223468e-16 |
14 | 18 | 18 | 5.33143587853054e-16 |
15 | 15 | 15 | 1.82638529136962e-16 |
16 | 12 | 12 | -8.51858151853435e-16 |
17 | 21 | 21 | 1.81118321402488e-16 |
18 | 15 | 15 | -1.04089927418583e-15 |
19 | 20 | 20 | 8.68905365056777e-18 |
20 | 31 | 31 | 3.47496035037068e-16 |
21 | 27 | 27 | -1.13452929414819e-16 |
22 | 34 | 34 | -5.50880610228876e-16 |
23 | 21 | 21 | -9.71782431739475e-18 |
24 | 31 | 31 | 9.17633345953578e-16 |
25 | 19 | 19 | 8.43840323396218e-17 |
26 | 16 | 16 | 5.26304722939423e-16 |
27 | 20 | 20 | -3.62912457502288e-17 |
28 | 21 | 21 | 2.26000606975311e-16 |
29 | 22 | 22 | 1.46014318373566e-16 |
30 | 17 | 17 | -8.85755180766048e-16 |
31 | 24 | 24 | 2.0634761352151e-16 |
32 | 25 | 25 | -1.06699073102561e-17 |
33 | 26 | 26 | 1.37569879571892e-16 |
34 | 25 | 25 | 5.15667977205782e-16 |
35 | 17 | 17 | -3.88671715746905e-16 |
36 | 32 | 32 | 1.28119388090600e-16 |
37 | 33 | 33 | 1.02795875827333e-15 |
38 | 13 | 13 | -3.42218429605079e-16 |
39 | 32 | 32 | 1.09737859358912e-15 |
40 | 25 | 25 | 1.04960409331134e-16 |
41 | 29 | 29 | 3.43433662851039e-16 |
42 | 22 | 22 | -1.21414505957499e-15 |
43 | 18 | 18 | 1.5089066713289e-17 |
44 | 17 | 17 | -3.13077709770149e-16 |
45 | 20 | 20 | 1.08050016981271e-16 |
46 | 15 | 15 | -1.04081508716525e-16 |
47 | 20 | 20 | 5.09053783649207e-18 |
48 | 33 | 33 | -6.77037633318002e-16 |
49 | 29 | 29 | 3.68067243443831e-16 |
50 | 23 | 23 | 4.98267311043623e-16 |
51 | 26 | 26 | 1.13318664533623e-16 |
52 | 18 | 18 | 9.31828040949922e-17 |
53 | 20 | 20 | 1.69084539323079e-16 |
54 | 11 | 11 | -2.12878628330826e-15 |
55 | 28 | 28 | 4.26759859098182e-16 |
56 | 26 | 26 | 1.59311257385769e-16 |
57 | 22 | 22 | -1.57219973663983e-16 |
58 | 17 | 17 | -1.61647669356920e-16 |
59 | 12 | 12 | -1.84620810963793e-16 |
60 | 14 | 14 | 6.40032183300908e-17 |
61 | 17 | 17 | -6.15011814537011e-17 |
62 | 21 | 21 | 4.55532419548847e-16 |
63 | 19 | 19 | -8.36028461202848e-17 |
64 | 18 | 18 | 3.88113574062394e-16 |
65 | 10 | 10 | 5.91577161141298e-16 |
66 | 29 | 29 | -1.06906215125811e-15 |
67 | 31 | 31 | -7.5063682824846e-16 |
68 | 19 | 19 | 6.04293256070635e-17 |
69 | 9 | 9 | 4.88884811762555e-16 |
70 | 20 | 20 | 1.27472036042820e-17 |
71 | 28 | 28 | 5.46016154890493e-16 |
72 | 19 | 19 | -2.55729487632415e-16 |
73 | 30 | 30 | 3.36958093962252e-16 |
74 | 29 | 29 | 9.06404860375698e-16 |
75 | 26 | 26 | -1.73045490530319e-16 |
76 | 23 | 23 | 2.95788714469433e-16 |
77 | 13 | 13 | -1.70010252802666e-16 |
78 | 21 | 21 | -1.11035905897941e-15 |
79 | 19 | 19 | -4.71865114392251e-16 |
80 | 28 | 28 | 4.58691108479861e-16 |
81 | 23 | 23 | -7.72871081408e-17 |
82 | 18 | 18 | -2.34977002703771e-16 |
83 | 21 | 21 | -7.92588078710189e-18 |
84 | 20 | 20 | -4.85071415000544e-17 |
85 | 23 | 23 | 6.83122950647613e-17 |
86 | 21 | 21 | 5.45382382229961e-16 |
87 | 21 | 21 | -2.18347577674226e-17 |
88 | 15 | 15 | 2.69955455374532e-16 |
89 | 28 | 28 | 3.42923458570385e-16 |
90 | 19 | 19 | -1.24108549708277e-15 |
91 | 26 | 26 | -1.44917472855324e-16 |
92 | 10 | 10 | 1.03529877900149e-16 |
93 | 16 | 16 | -5.42192531619658e-18 |
94 | 22 | 22 | 1.31492329628296e-16 |
95 | 19 | 19 | 6.40113184927074e-19 |
96 | 31 | 31 | -3.55325421319847e-16 |
97 | 31 | 31 | 6.23812709347345e-16 |
98 | 29 | 29 | 4.48511133579407e-16 |
99 | 19 | 19 | 9.84447519529594e-17 |
100 | 22 | 22 | 1.48369455405961e-16 |
101 | 23 | 23 | 1.04731215327645e-16 |
102 | 15 | 15 | -8.59833885976098e-16 |
103 | 20 | 20 | 6.33790964851763e-17 |
104 | 18 | 18 | -2.71566352542206e-16 |
105 | 23 | 23 | 2.68150174574504e-17 |
106 | 25 | 25 | -6.14068629333672e-17 |
107 | 21 | 21 | -1.43426824572586e-16 |
108 | 24 | 24 | -1.42195573198322e-16 |
109 | 25 | 25 | 3.20463263584223e-16 |
110 | 17 | 17 | 4.7112536615509e-16 |
111 | 13 | 13 | 5.92914009493947e-16 |
112 | 28 | 28 | -6.11174322028575e-17 |
113 | 21 | 21 | 7.49775751255453e-18 |
114 | 25 | 25 | -8.74233210476791e-16 |
115 | 9 | 9 | 3.39519703089174e-16 |
116 | 16 | 16 | -4.09828560671594e-16 |
117 | 19 | 19 | -9.16329035510778e-17 |
118 | 17 | 17 | 3.82742557934268e-17 |
119 | 25 | 25 | -4.30716349444372e-17 |
120 | 20 | 20 | 7.15992127035986e-17 |
121 | 29 | 29 | -5.1868985404184e-17 |
122 | 14 | 14 | 5.66921273093873e-16 |
123 | 22 | 22 | -1.22009360869701e-16 |
124 | 15 | 15 | 3.80033168658979e-16 |
125 | 19 | 19 | -2.47443652875655e-16 |
126 | 20 | 20 | -1.21950205589789e-15 |
127 | 15 | 15 | 7.61879902482564e-17 |
128 | 20 | 20 | -5.13770929980642e-17 |
129 | 18 | 18 | -4.04998578851904e-16 |
130 | 33 | 33 | 1.13200315996529e-16 |
131 | 22 | 22 | -1.83329097340802e-17 |
132 | 16 | 16 | -1.95515497446614e-17 |
133 | 17 | 17 | 3.668292203444e-17 |
134 | 16 | 16 | 2.26004814267807e-16 |
135 | 21 | 21 | -2.26424014672734e-16 |
136 | 26 | 26 | 6.55826290334703e-16 |
137 | 18 | 18 | 1.97902654658564e-16 |
138 | 18 | 18 | -1.13369043987919e-15 |
139 | 17 | 17 | 1.98166970567537e-16 |
140 | 22 | 22 | -1.40985703105475e-16 |
141 | 30 | 30 | 4.11908593277208e-16 |
142 | 30 | 30 | 7.1452167182175e-17 |
143 | 24 | 24 | 1.52980013478875e-16 |
144 | 21 | 21 | 2.86925867748572e-17 |
145 | 21 | 21 | -1.12661746941434e-16 |
146 | 29 | 29 | 6.11764734441782e-16 |
147 | 31 | 31 | 5.92993199184e-16 |
148 | 20 | 20 | 1.45065774128054e-16 |
149 | 16 | 16 | -8.78628828934185e-17 |
150 | 22 | 22 | -8.38499677560063e-16 |
151 | 20 | 20 | 5.77590305542974e-17 |
152 | 28 | 28 | 1.52692429176434e-16 |
153 | 38 | 38 | -2.96384136048891e-16 |
154 | 22 | 22 | -1.21809666558945e-16 |
155 | 20 | 20 | 4.11182413504902e-17 |
156 | 17 | 17 | 2.93917324699361e-16 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
21 | 0.206841955084178 | 0.413683910168357 | 0.793158044915822 |
22 | 0.0255092142716769 | 0.0510184285433538 | 0.974490785728323 |
23 | 0.000914139895598838 | 0.00182827979119768 | 0.999085860104401 |
24 | 0.551190913284417 | 0.897618173431166 | 0.448809086715583 |
25 | 0.225121759598506 | 0.450243519197012 | 0.774878240401494 |
26 | 0.578681139667322 | 0.842637720665355 | 0.421318860332678 |
27 | 0.297909415164930 | 0.595818830329861 | 0.70209058483507 |
28 | 0.999414149589209 | 0.00117170082158241 | 0.000585850410791205 |
29 | 0.00153956853731818 | 0.00307913707463636 | 0.998460431462682 |
30 | 0.996591023586585 | 0.00681795282682917 | 0.00340897641341458 |
31 | 0.738563984183368 | 0.522872031633264 | 0.261436015816632 |
32 | 0.103180341748093 | 0.206360683496185 | 0.896819658251907 |
33 | 0.00124289524629015 | 0.00248579049258031 | 0.99875710475371 |
34 | 0.999999999993923 | 1.21537480974356e-11 | 6.07687404871778e-12 |
35 | 5.28070883448708e-09 | 1.05614176689742e-08 | 0.999999994719291 |
36 | 0.999997373145344 | 5.25370931236236e-06 | 2.62685465618118e-06 |
37 | 0.999766987397003 | 0.000466025205994368 | 0.000233012602997184 |
38 | 0.999999819414136 | 3.61171728434097e-07 | 1.80585864217048e-07 |
39 | 0.795978876321815 | 0.40804224735637 | 0.204021123678185 |
40 | 2.22655301779770e-13 | 4.45310603559539e-13 | 0.999999999999777 |
41 | 1 | 4.14290176542556e-23 | 2.07145088271278e-23 |
42 | 0.999999998557985 | 2.88403028222329e-09 | 1.44201514111164e-09 |
43 | 0.999992080837238 | 1.58383255238316e-05 | 7.91916276191582e-06 |
44 | 1.02483858173577e-17 | 2.04967716347153e-17 | 1 |
45 | 0.991756827439542 | 0.0164863451209161 | 0.00824317256045803 |
46 | 0.643861781675354 | 0.712276436649292 | 0.356138218324646 |
47 | 2.28922427369592e-11 | 4.57844854739184e-11 | 0.999999999977108 |
48 | 0.981976151646866 | 0.0360476967062674 | 0.0180238483531337 |
49 | 1 | 2.44895399295222e-18 | 1.22447699647611e-18 |
50 | 0.999999816485316 | 3.67029368241721e-07 | 1.83514684120860e-07 |
51 | 1.88402911278289e-13 | 3.76805822556578e-13 | 0.999999999999812 |
52 | 0.613979213261256 | 0.772041573477487 | 0.386020786738744 |
53 | 1 | 1.61813139544665e-22 | 8.09065697723325e-23 |
54 | 0.227056599215508 | 0.454113198431017 | 0.772943400784492 |
55 | 0.000423039647745554 | 0.000846079295491108 | 0.999576960352254 |
56 | 0.750138678697142 | 0.499722642605716 | 0.249861321302858 |
57 | 1 | 8.49365991134985e-19 | 4.24682995567493e-19 |
58 | 0.000156390774174703 | 0.000312781548349407 | 0.999843609225825 |
59 | 0.999997918880017 | 4.16223996615922e-06 | 2.08111998307961e-06 |
60 | 2.92553019764412e-14 | 5.85106039528825e-14 | 0.99999999999997 |
61 | 0.999942303663638 | 0.000115392672724668 | 5.76963363623342e-05 |
62 | 0.949363331851245 | 0.101273336297510 | 0.0506366681487549 |
63 | 1 | 2.10139163948217e-17 | 1.05069581974108e-17 |
64 | 4.68505334131025e-13 | 9.3701066826205e-13 | 0.999999999999531 |
65 | 0.971280368610926 | 0.0574392627781478 | 0.0287196313890739 |
66 | 4.69648456370865e-07 | 9.3929691274173e-07 | 0.999999530351544 |
67 | 1 | 1.21334710116660e-15 | 6.06673550583302e-16 |
68 | 1 | 1.65716920747794e-26 | 8.2858460373897e-27 |
69 | 0.999999999999949 | 1.02082481185954e-13 | 5.1041240592977e-14 |
70 | 1 | 1.22556126608179e-15 | 6.12780633040893e-16 |
71 | 0.947451259084863 | 0.105097481830274 | 0.0525487409151371 |
72 | 9.82834652398156e-05 | 0.000196566930479631 | 0.99990171653476 |
73 | 0.992896024826178 | 0.0142079503476431 | 0.00710397517382154 |
74 | 0.980264405767563 | 0.0394711884648742 | 0.0197355942324371 |
75 | 0.4848980284255 | 0.969796056851 | 0.5151019715745 |
76 | 1 | 3.04543037262142e-18 | 1.52271518631071e-18 |
77 | 1 | 2.84687396344597e-23 | 1.42343698172299e-23 |
78 | 0.950542800835802 | 0.0989143983283967 | 0.0494571991641983 |
79 | 0.999998399633488 | 3.20073302433972e-06 | 1.60036651216986e-06 |
80 | 6.91688856797636e-05 | 0.000138337771359527 | 0.99993083111432 |
81 | 4.73581449547768e-17 | 9.47162899095536e-17 | 1 |
82 | 3.24575045190729e-06 | 6.49150090381458e-06 | 0.999996754249548 |
83 | 0.999999997967423 | 4.06515438636585e-09 | 2.03257719318293e-09 |
84 | 7.06944636455816e-08 | 1.41388927291163e-07 | 0.999999929305536 |
85 | 0.0585985583728193 | 0.117197116745639 | 0.94140144162718 |
86 | 0.999999989503918 | 2.09921632854160e-08 | 1.04960816427080e-08 |
87 | 6.85725137498871e-23 | 1.37145027499774e-22 | 1 |
88 | 9.3406292849308e-19 | 1.86812585698616e-18 | 1 |
89 | 5.53929991970288e-31 | 1.10785998394058e-30 | 1 |
90 | 0.665952026577053 | 0.668095946845895 | 0.334047973422947 |
91 | 0.968810543350545 | 0.0623789132989093 | 0.0311894566494546 |
92 | 1 | 3.34942337992808e-22 | 1.67471168996404e-22 |
93 | 1 | 1.5766323499981e-16 | 7.8831617499905e-17 |
94 | 6.31164627924881e-08 | 1.26232925584976e-07 | 0.999999936883537 |
95 | 7.25712029610782e-08 | 1.45142405922156e-07 | 0.999999927428797 |
96 | 0.382278063655682 | 0.764556127311363 | 0.617721936344318 |
97 | 3.23923282284857e-06 | 6.47846564569713e-06 | 0.999996760767177 |
98 | 0.934934425284327 | 0.130131149431347 | 0.0650655747156733 |
99 | 0.99999999964465 | 7.107003654379e-10 | 3.5535018271895e-10 |
100 | 3.70982890130601e-10 | 7.41965780261202e-10 | 0.999999999629017 |
101 | 1.90055733742099e-17 | 3.80111467484199e-17 | 1 |
102 | 0.999999999999986 | 2.73986276952842e-14 | 1.36993138476421e-14 |
103 | 0.999968697586703 | 6.26048265938539e-05 | 3.13024132969270e-05 |
104 | 0.999999663001228 | 6.73997544312305e-07 | 3.36998772156153e-07 |
105 | 6.93245230224467e-07 | 1.38649046044893e-06 | 0.99999930675477 |
106 | 0.0206945642200152 | 0.0413891284400304 | 0.979305435779985 |
107 | 0.9981991300737 | 0.00360173985259884 | 0.00180086992629942 |
108 | 0.0205733136296821 | 0.0411466272593641 | 0.979426686370318 |
109 | 2.60434156736602e-12 | 5.20868313473204e-12 | 0.999999999997396 |
110 | 0.999999783240532 | 4.33518935334193e-07 | 2.16759467667096e-07 |
111 | 0.999999999716186 | 5.67628644800374e-10 | 2.83814322400187e-10 |
112 | 0.629100165409996 | 0.741799669180008 | 0.370899834590004 |
113 | 3.48237828773776e-17 | 6.96475657547553e-17 | 1 |
114 | 0.399537231496452 | 0.799074462992904 | 0.600462768503548 |
115 | 2.46118888690497e-15 | 4.92237777380994e-15 | 0.999999999999998 |
116 | 0.999999603300605 | 7.93398790176333e-07 | 3.96699395088166e-07 |
117 | 5.79651192877356e-09 | 1.15930238575471e-08 | 0.999999994203488 |
118 | 0.999607662385802 | 0.000784675228396537 | 0.000392337614198269 |
119 | 0.259804182235421 | 0.519608364470841 | 0.74019581776458 |
120 | 0.99999965736224 | 6.8527551854046e-07 | 3.4263775927023e-07 |
121 | 1.32309440786696e-08 | 2.64618881573392e-08 | 0.999999986769056 |
122 | 2.80323653304202e-14 | 5.60647306608404e-14 | 0.999999999999972 |
123 | 0.000143935411175926 | 0.000287870822351852 | 0.999856064588824 |
124 | 0.815981438690922 | 0.368037122618156 | 0.184018561309078 |
125 | 0.99998712253455 | 2.57549309014078e-05 | 1.28774654507039e-05 |
126 | 0.126149022811129 | 0.252298045622258 | 0.873850977188871 |
127 | 0.368522779376036 | 0.737045558752071 | 0.631477220623964 |
128 | 0.625034476488223 | 0.749931047023555 | 0.374965523511777 |
129 | 3.43678136196854e-12 | 6.87356272393708e-12 | 0.999999999996563 |
130 | 0.999983608721624 | 3.27825567518656e-05 | 1.63912783759328e-05 |
131 | 0.0673633745963784 | 0.134726749192757 | 0.932636625403622 |
132 | 0.371932647788536 | 0.743865295577071 | 0.628067352211464 |
133 | 0.442156774123973 | 0.884313548247946 | 0.557843225876027 |
134 | 0.400324903115078 | 0.800649806230156 | 0.599675096884922 |
135 | 0.994542393817215 | 0.0109152123655700 | 0.00545760618278501 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 74 | 0.643478260869565 | NOK |
5% type I error level | 81 | 0.704347826086957 | NOK |
10% type I error level | 85 | 0.739130434782609 | NOK |