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
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)4.33736380419233e-1504.03239.1e-054.5e-05
Month4.81096972513162e-1600.76340.446510.223255
Y1-3.92793744225778e-170-1.87330.0631430.031572
Y2-9.27473958819082e-190-0.04430.9647110.482356
Y33.88904353136391e-1701.87060.0635140.031757
Y4104768139114217092800
M1-1.70376654484216e-160-0.30610.7600140.380007
M2-5.54509482764853e-160-0.99880.3196540.159827
M3-9.08004524329228e-180-0.01620.9870780.493539
M4-2.60528232216317e-160-0.46510.6426260.321313
M5-1.29360887914371e-160-0.230.8184030.409201
M61.12553726951424e-1502.01360.0459910.022995
M7-8.79059136696996e-170-0.15880.8740550.437027
M8-1.41501096448634e-170-0.02560.9796220.489811
M9-1.30646741044540e-170-0.02390.9809560.490478
M10-6.23166389836798e-180-0.01120.991070.495535
M11-6.08428066208678e-170-0.10890.9134570.456729
t5.40177177391998e-1900.20660.8366470.418323


Multiple Linear Regression - Regression Statistics
Multiple R1
R-squared1
Adjusted R-squared1
F-TEST (value)1.54517351998080e+32
F-TEST (DF numerator)17
F-TEST (DF denominator)138
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.38557140118381e-15
Sum Squared Residuals2.64933518873427e-28


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12424-2.78094059747395e-15
22525-5.44714417592349e-15
31717-2.01448003217992e-15
41818-1.7943206687792e-15
51818-1.57896630058888e-15
616161.36158517749454e-14
72020-2.4478968431953e-17
81616-8.46447071885983e-17
91818-2.68307640627034e-17
1017173.51969071087913e-16
1123234.99225403250177e-17
123030-5.61826983878747e-18
1323231.40333193223468e-16
1418185.33143587853054e-16
1515151.82638529136962e-16
161212-8.51858151853435e-16
1721211.81118321402488e-16
181515-1.04089927418583e-15
1920208.68905365056777e-18
2031313.47496035037068e-16
212727-1.13452929414819e-16
223434-5.50880610228876e-16
232121-9.71782431739475e-18
2431319.17633345953578e-16
2519198.43840323396218e-17
2616165.26304722939423e-16
272020-3.62912457502288e-17
2821212.26000606975311e-16
2922221.46014318373566e-16
301717-8.85755180766048e-16
3124242.0634761352151e-16
322525-1.06699073102561e-17
3326261.37569879571892e-16
3425255.15667977205782e-16
351717-3.88671715746905e-16
3632321.28119388090600e-16
3733331.02795875827333e-15
381313-3.42218429605079e-16
3932321.09737859358912e-15
4025251.04960409331134e-16
4129293.43433662851039e-16
422222-1.21414505957499e-15
4318181.5089066713289e-17
441717-3.13077709770149e-16
4520201.08050016981271e-16
461515-1.04081508716525e-16
4720205.09053783649207e-18
483333-6.77037633318002e-16
4929293.68067243443831e-16
5023234.98267311043623e-16
5126261.13318664533623e-16
5218189.31828040949922e-17
5320201.69084539323079e-16
541111-2.12878628330826e-15
5528284.26759859098182e-16
5626261.59311257385769e-16
572222-1.57219973663983e-16
581717-1.61647669356920e-16
591212-1.84620810963793e-16
6014146.40032183300908e-17
611717-6.15011814537011e-17
6221214.55532419548847e-16
631919-8.36028461202848e-17
6418183.88113574062394e-16
6510105.91577161141298e-16
662929-1.06906215125811e-15
673131-7.5063682824846e-16
6819196.04293256070635e-17
69994.88884811762555e-16
7020201.27472036042820e-17
7128285.46016154890493e-16
721919-2.55729487632415e-16
7330303.36958093962252e-16
7429299.06404860375698e-16
752626-1.73045490530319e-16
7623232.95788714469433e-16
771313-1.70010252802666e-16
782121-1.11035905897941e-15
791919-4.71865114392251e-16
8028284.58691108479861e-16
812323-7.72871081408e-17
821818-2.34977002703771e-16
832121-7.92588078710189e-18
842020-4.85071415000544e-17
8523236.83122950647613e-17
8621215.45382382229961e-16
872121-2.18347577674226e-17
8815152.69955455374532e-16
8928283.42923458570385e-16
901919-1.24108549708277e-15
912626-1.44917472855324e-16
9210101.03529877900149e-16
931616-5.42192531619658e-18
9422221.31492329628296e-16
9519196.40113184927074e-19
963131-3.55325421319847e-16
9731316.23812709347345e-16
9829294.48511133579407e-16
9919199.84447519529594e-17
10022221.48369455405961e-16
10123231.04731215327645e-16
1021515-8.59833885976098e-16
10320206.33790964851763e-17
1041818-2.71566352542206e-16
10523232.68150174574504e-17
1062525-6.14068629333672e-17
1072121-1.43426824572586e-16
1082424-1.42195573198322e-16
10925253.20463263584223e-16
11017174.7112536615509e-16
11113135.92914009493947e-16
1122828-6.11174322028575e-17
11321217.49775751255453e-18
1142525-8.74233210476791e-16
115993.39519703089174e-16
1161616-4.09828560671594e-16
1171919-9.16329035510778e-17
11817173.82742557934268e-17
1192525-4.30716349444372e-17
12020207.15992127035986e-17
1212929-5.1868985404184e-17
12214145.66921273093873e-16
1232222-1.22009360869701e-16
12415153.80033168658979e-16
1251919-2.47443652875655e-16
1262020-1.21950205589789e-15
12715157.61879902482564e-17
1282020-5.13770929980642e-17
1291818-4.04998578851904e-16
13033331.13200315996529e-16
1312222-1.83329097340802e-17
1321616-1.95515497446614e-17
13317173.668292203444e-17
13416162.26004814267807e-16
1352121-2.26424014672734e-16
13626266.55826290334703e-16
13718181.97902654658564e-16
1381818-1.13369043987919e-15
13917171.98166970567537e-16
1402222-1.40985703105475e-16
14130304.11908593277208e-16
14230307.1452167182175e-17
14324241.52980013478875e-16
14421212.86925867748572e-17
1452121-1.12661746941434e-16
14629296.11764734441782e-16
14731315.92993199184e-16
14820201.45065774128054e-16
1491616-8.78628828934185e-17
1502222-8.38499677560063e-16
15120205.77590305542974e-17
15228281.52692429176434e-16
1533838-2.96384136048891e-16
1542222-1.21809666558945e-16
15520204.11182413504902e-17
15617172.93917324699361e-16


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.2068419550841780.4136839101683570.793158044915822
220.02550921427167690.05101842854335380.974490785728323
230.0009141398955988380.001828279791197680.999085860104401
240.5511909132844170.8976181734311660.448809086715583
250.2251217595985060.4502435191970120.774878240401494
260.5786811396673220.8426377206653550.421318860332678
270.2979094151649300.5958188303298610.70209058483507
280.9994141495892090.001171700821582410.000585850410791205
290.001539568537318180.003079137074636360.998460431462682
300.9965910235865850.006817952826829170.00340897641341458
310.7385639841833680.5228720316332640.261436015816632
320.1031803417480930.2063606834961850.896819658251907
330.001242895246290150.002485790492580310.99875710475371
340.9999999999939231.21537480974356e-116.07687404871778e-12
355.28070883448708e-091.05614176689742e-080.999999994719291
360.9999973731453445.25370931236236e-062.62685465618118e-06
370.9997669873970030.0004660252059943680.000233012602997184
380.9999998194141363.61171728434097e-071.80585864217048e-07
390.7959788763218150.408042247356370.204021123678185
402.22655301779770e-134.45310603559539e-130.999999999999777
4114.14290176542556e-232.07145088271278e-23
420.9999999985579852.88403028222329e-091.44201514111164e-09
430.9999920808372381.58383255238316e-057.91916276191582e-06
441.02483858173577e-172.04967716347153e-171
450.9917568274395420.01648634512091610.00824317256045803
460.6438617816753540.7122764366492920.356138218324646
472.28922427369592e-114.57844854739184e-110.999999999977108
480.9819761516468660.03604769670626740.0180238483531337
4912.44895399295222e-181.22447699647611e-18
500.9999998164853163.67029368241721e-071.83514684120860e-07
511.88402911278289e-133.76805822556578e-130.999999999999812
520.6139792132612560.7720415734774870.386020786738744
5311.61813139544665e-228.09065697723325e-23
540.2270565992155080.4541131984310170.772943400784492
550.0004230396477455540.0008460792954911080.999576960352254
560.7501386786971420.4997226426057160.249861321302858
5718.49365991134985e-194.24682995567493e-19
580.0001563907741747030.0003127815483494070.999843609225825
590.9999979188800174.16223996615922e-062.08111998307961e-06
602.92553019764412e-145.85106039528825e-140.99999999999997
610.9999423036636380.0001153926727246685.76963363623342e-05
620.9493633318512450.1012733362975100.0506366681487549
6312.10139163948217e-171.05069581974108e-17
644.68505334131025e-139.3701066826205e-130.999999999999531
650.9712803686109260.05743926277814780.0287196313890739
664.69648456370865e-079.3929691274173e-070.999999530351544
6711.21334710116660e-156.06673550583302e-16
6811.65716920747794e-268.2858460373897e-27
690.9999999999999491.02082481185954e-135.1041240592977e-14
7011.22556126608179e-156.12780633040893e-16
710.9474512590848630.1050974818302740.0525487409151371
729.82834652398156e-050.0001965669304796310.99990171653476
730.9928960248261780.01420795034764310.00710397517382154
740.9802644057675630.03947118846487420.0197355942324371
750.48489802842550.9697960568510.5151019715745
7613.04543037262142e-181.52271518631071e-18
7712.84687396344597e-231.42343698172299e-23
780.9505428008358020.09891439832839670.0494571991641983
790.9999983996334883.20073302433972e-061.60036651216986e-06
806.91688856797636e-050.0001383377713595270.99993083111432
814.73581449547768e-179.47162899095536e-171
823.24575045190729e-066.49150090381458e-060.999996754249548
830.9999999979674234.06515438636585e-092.03257719318293e-09
847.06944636455816e-081.41388927291163e-070.999999929305536
850.05859855837281930.1171971167456390.94140144162718
860.9999999895039182.09921632854160e-081.04960816427080e-08
876.85725137498871e-231.37145027499774e-221
889.3406292849308e-191.86812585698616e-181
895.53929991970288e-311.10785998394058e-301
900.6659520265770530.6680959468458950.334047973422947
910.9688105433505450.06237891329890930.0311894566494546
9213.34942337992808e-221.67471168996404e-22
9311.5766323499981e-167.8831617499905e-17
946.31164627924881e-081.26232925584976e-070.999999936883537
957.25712029610782e-081.45142405922156e-070.999999927428797
960.3822780636556820.7645561273113630.617721936344318
973.23923282284857e-066.47846564569713e-060.999996760767177
980.9349344252843270.1301311494313470.0650655747156733
990.999999999644657.107003654379e-103.5535018271895e-10
1003.70982890130601e-107.41965780261202e-100.999999999629017
1011.90055733742099e-173.80111467484199e-171
1020.9999999999999862.73986276952842e-141.36993138476421e-14
1030.9999686975867036.26048265938539e-053.13024132969270e-05
1040.9999996630012286.73997544312305e-073.36998772156153e-07
1056.93245230224467e-071.38649046044893e-060.99999930675477
1060.02069456422001520.04138912844003040.979305435779985
1070.99819913007370.003601739852598840.00180086992629942
1080.02057331362968210.04114662725936410.979426686370318
1092.60434156736602e-125.20868313473204e-120.999999999997396
1100.9999997832405324.33518935334193e-072.16759467667096e-07
1110.9999999997161865.67628644800374e-102.83814322400187e-10
1120.6291001654099960.7417996691800080.370899834590004
1133.48237828773776e-176.96475657547553e-171
1140.3995372314964520.7990744629929040.600462768503548
1152.46118888690497e-154.92237777380994e-150.999999999999998
1160.9999996033006057.93398790176333e-073.96699395088166e-07
1175.79651192877356e-091.15930238575471e-080.999999994203488
1180.9996076623858020.0007846752283965370.000392337614198269
1190.2598041822354210.5196083644708410.74019581776458
1200.999999657362246.8527551854046e-073.4263775927023e-07
1211.32309440786696e-082.64618881573392e-080.999999986769056
1222.80323653304202e-145.60647306608404e-140.999999999999972
1230.0001439354111759260.0002878708223518520.999856064588824
1240.8159814386909220.3680371226181560.184018561309078
1250.999987122534552.57549309014078e-051.28774654507039e-05
1260.1261490228111290.2522980456222580.873850977188871
1270.3685227793760360.7370455587520710.631477220623964
1280.6250344764882230.7499310470235550.374965523511777
1293.43678136196854e-126.87356272393708e-120.999999999996563
1300.9999836087216243.27825567518656e-051.63912783759328e-05
1310.06736337459637840.1347267491927570.932636625403622
1320.3719326477885360.7438652955770710.628067352211464
1330.4421567741239730.8843135482479460.557843225876027
1340.4003249031150780.8006498062301560.599675096884922
1350.9945423938172150.01091521236557000.00545760618278501


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level740.643478260869565NOK
5% type I error level810.704347826086957NOK
10% type I error level850.739130434782609NOK