Multiple Linear Regression - Estimated Regression Equation |
Concernovermistakes[t] = -1.7562780158085e-14 + 1.53241564413974e-16Y1[t] -6.31065648645808e-18Y2[t] -1.77275820171837e-16Y3[t] + 1Y4[t] + 5.51714686945489e-16M1[t] + 8.53864962316541e-16M2[t] + 4.08923417553911e-16M3[t] + 5.83790269313932e-16M4[t] -4.12738543583127e-15M5[t] + 3.66459573819441e-16M6[t] + 1.39671603645796e-16M7[t] + 1.97031416598575e-16M8[t] + 7.66447169580341e-17M9[t] + 2.83259325707545e-17M10[t] + 1.64776501725111e-16M11[t] + 1.06828021625867e-17t + 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) | -1.7562780158085e-14 | 0 | -5.1883 | 1e-06 | 0 |
Y1 | 1.53241564413974e-16 | 0 | 2.1325 | 0.03472 | 0.01736 |
Y2 | -6.31065648645808e-18 | 0 | -0.0879 | 0.930069 | 0.465035 |
Y3 | -1.77275820171837e-16 | 0 | -2.4778 | 0.014419 | 0.007209 |
Y4 | 1 | 0 | 13879196763174842 | 0 | 0 |
M1 | 5.51714686945489e-16 | 0 | 0.2885 | 0.773392 | 0.386696 |
M2 | 8.53864962316541e-16 | 0 | 0.4474 | 0.655309 | 0.327654 |
M3 | 4.08923417553911e-16 | 0 | 0.2125 | 0.832 | 0.416 |
M4 | 5.83790269313932e-16 | 0 | 0.3031 | 0.76226 | 0.38113 |
M5 | -4.12738543583127e-15 | 0 | -2.1356 | 0.034464 | 0.017232 |
M6 | 3.66459573819441e-16 | 0 | 0.1908 | 0.848924 | 0.424462 |
M7 | 1.39671603645796e-16 | 0 | 0.0733 | 0.941666 | 0.470833 |
M8 | 1.97031416598575e-16 | 0 | 0.1035 | 0.917697 | 0.458849 |
M9 | 7.66447169580341e-17 | 0 | 0.0408 | 0.967549 | 0.483774 |
M10 | 2.83259325707545e-17 | 0 | 0.0148 | 0.988207 | 0.494104 |
M11 | 1.64776501725111e-16 | 0 | 0.0857 | 0.931859 | 0.465929 |
t | 1.06828021625867e-17 | 0 | 1.2539 | 0.211995 | 0.105998 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 1 |
R-squared | 1 |
Adjusted R-squared | 1 |
F-TEST (value) | 1.38555603953635e+31 |
F-TEST (DF numerator) | 16 |
F-TEST (DF denominator) | 139 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.7694682348403e-15 |
Sum Squared Residuals | 3.16194798679795e-27 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 24 | 3.8833668017645e-15 |
2 | 25 | 25 | 4.45949864142709e-15 |
3 | 17 | 17 | 9.24241541089069e-16 |
4 | 18 | 18 | 4.61125481661534e-15 |
5 | 18 | 18.0000000000001 | -5.2838819902124e-14 |
6 | 16 | 16 | 1.42903065268707e-15 |
7 | 20 | 20 | 1.36495432382927e-15 |
8 | 16 | 16 | 8.62610667874181e-16 |
9 | 18 | 18 | 5.385162280699e-16 |
10 | 17 | 17 | 1.14134724725819e-15 |
11 | 23 | 23 | 6.77059428648565e-16 |
12 | 30 | 30 | 1.44269847361675e-15 |
13 | 23 | 23 | 9.23376994723665e-16 |
14 | 18 | 18 | 3.57872526570919e-16 |
15 | 15 | 15 | 1.60625699562735e-15 |
16 | 12 | 12 | -3.13768077881969e-16 |
17 | 21 | 21 | 4.58122455760425e-15 |
18 | 15 | 15 | 1.10819056724008e-15 |
19 | 20 | 20 | -3.00412238663075e-16 |
20 | 31 | 31 | 4.18079129209161e-16 |
21 | 27 | 27 | -6.59870099632231e-16 |
22 | 34 | 34 | 1.50838782343258e-15 |
23 | 21 | 21 | 5.74856950270073e-16 |
24 | 31 | 31 | 1.91725469604935e-16 |
25 | 19 | 19 | 3.97360753177649e-16 |
26 | 16 | 16 | 1.82846371929563e-16 |
27 | 20 | 20 | 7.58688484990028e-16 |
28 | 21 | 21 | -8.25587317799867e-17 |
29 | 22 | 22 | 4.77556542915548e-15 |
30 | 17 | 17 | 7.7268116238042e-17 |
31 | 24 | 24 | 3.23872723740033e-16 |
32 | 25 | 25 | 7.1858264967758e-16 |
33 | 26 | 26 | -2.65699034964752e-16 |
34 | 25 | 25 | 2.39564313396915e-16 |
35 | 17 | 17 | 6.77955131316204e-18 |
36 | 32 | 32 | -4.23274989947867e-16 |
37 | 33 | 33 | 7.19464650024768e-16 |
38 | 13 | 13 | 2.21002884148810e-16 |
39 | 32 | 32 | -1.08317613326465e-15 |
40 | 25 | 25 | -4.26204267647754e-17 |
41 | 29 | 29 | 4.03430405574265e-15 |
42 | 22 | 22 | 1.92733860855692e-16 |
43 | 18 | 18 | 1.22093747056774e-15 |
44 | 17 | 17 | 5.42641586692203e-16 |
45 | 20 | 20 | -3.17490407277616e-17 |
46 | 15 | 15 | 4.49681474651189e-16 |
47 | 20 | 20 | 6.17884216224246e-17 |
48 | 33 | 33 | -4.99447296271356e-17 |
49 | 29 | 29 | -2.30636069946821e-16 |
50 | 23 | 23 | -4.93557801480265e-16 |
51 | 26 | 26 | 4.67131380782594e-16 |
52 | 18 | 18 | -5.51391905569948e-16 |
53 | 20 | 20 | 4.82041746905647e-15 |
54 | 11 | 11 | 5.62837511020103e-16 |
55 | 28 | 28 | 4.43682276802976e-16 |
56 | 26 | 26 | 4.53580448336131e-16 |
57 | 22 | 22 | 8.16383967145096e-16 |
58 | 17 | 17 | 1.04003494524507e-15 |
59 | 12 | 12 | 1.21575771263536e-15 |
60 | 14 | 14 | 1.05530801366609e-15 |
61 | 17 | 17 | 2.58244596485335e-16 |
62 | 21 | 21 | 4.11103018301472e-16 |
63 | 19 | 19 | -6.23213761956564e-16 |
64 | 18 | 18 | -2.49544840487703e-16 |
65 | 10 | 10 | 5.08633773046969e-15 |
66 | 29 | 29 | 2.18274583820431e-16 |
67 | 31 | 31 | -1.39537572062567e-16 |
68 | 19 | 19 | 7.60050037056527e-17 |
69 | 9 | 9 | 2.07828696186418e-15 |
70 | 20 | 20 | -4.24867113968091e-16 |
71 | 28 | 28 | -4.95327202783598e-16 |
72 | 19 | 19 | -2.56586669411225e-16 |
73 | 30 | 30 | -2.94734700887257e-16 |
74 | 29 | 29 | -2.24982440947062e-16 |
75 | 26 | 26 | -1.54437400140707e-16 |
76 | 23 | 23 | 1.17018086590954e-16 |
77 | 13 | 13 | 4.59427953539157e-15 |
78 | 21 | 21 | -2.78300564777496e-17 |
79 | 19 | 19 | 4.54335758518357e-16 |
80 | 28 | 28 | -3.21432289026417e-16 |
81 | 23 | 23 | 2.8989312050447e-16 |
82 | 18 | 18 | 2.31657706169282e-16 |
83 | 21 | 21 | 1.05984757410361e-16 |
84 | 20 | 20 | 2.54946825848687e-16 |
85 | 23 | 23 | -2.45313405579323e-17 |
86 | 21 | 21 | -1.08898687193293e-15 |
87 | 21 | 21 | 1.91453368756590e-16 |
88 | 15 | 15 | -1.26039559772029e-15 |
89 | 28 | 28 | 5.21634196147695e-15 |
90 | 19 | 19 | -1.15787610935093e-16 |
91 | 26 | 26 | -7.80520164552607e-16 |
92 | 10 | 10 | 7.45283462474208e-17 |
93 | 16 | 16 | -6.85542411714772e-16 |
94 | 22 | 22 | -4.17135619658525e-16 |
95 | 19 | 19 | -5.58947702664968e-16 |
96 | 31 | 31 | -2.48956073048628e-16 |
97 | 31 | 31 | -1.37221574703373e-15 |
98 | 29 | 29 | -1.14723453120047e-15 |
99 | 19 | 19 | -2.08057630789501e-17 |
100 | 22 | 22 | -6.76818886995344e-16 |
101 | 23 | 23 | 4.47765782721385e-15 |
102 | 15 | 15 | 1.73801391999369e-16 |
103 | 20 | 20 | -2.42404276582120e-16 |
104 | 18 | 18 | -1.74542254220035e-16 |
105 | 23 | 23 | -5.0088390501433e-16 |
106 | 25 | 25 | -3.80313282769418e-16 |
107 | 21 | 21 | -2.37904433571677e-16 |
108 | 24 | 24 | 2.00275718784968e-16 |
109 | 25 | 25 | -1.91431027897035e-15 |
110 | 17 | 17 | -5.58342749060412e-16 |
111 | 13 | 13 | -1.40710916698716e-15 |
112 | 28 | 28 | 1.75995896134614e-16 |
113 | 21 | 21 | 4.03046582140411e-15 |
114 | 25 | 25 | -4.82354893085692e-16 |
115 | 9 | 9 | 6.89065339052152e-16 |
116 | 16 | 16 | -2.40086398543306e-16 |
117 | 19 | 19 | 1.47893093936049e-17 |
118 | 17 | 17 | -5.9288506949058e-16 |
119 | 25 | 25 | 3.42323038189620e-16 |
120 | 20 | 20 | -5.80880133139499e-16 |
121 | 29 | 29 | -1.90678530886190e-16 |
122 | 14 | 14 | -4.23766047950214e-16 |
123 | 22 | 22 | -5.8728954152505e-16 |
124 | 15 | 15 | -3.19402314866737e-16 |
125 | 19 | 19 | 3.86754219561692e-15 |
126 | 20 | 20 | -1.92965636460651e-16 |
127 | 15 | 15 | -1.19521799753211e-15 |
128 | 20 | 20 | -1.01099848319274e-16 |
129 | 18 | 18 | -3.70971395359309e-16 |
130 | 33 | 33 | -3.75911377823661e-16 |
131 | 22 | 22 | -1.03332081491370e-16 |
132 | 16 | 16 | 6.10360191008753e-16 |
133 | 17 | 17 | -1.10274938207982e-15 |
134 | 16 | 16 | -1.36236237856146e-16 |
135 | 21 | 21 | -3.67959796887542e-16 |
136 | 26 | 26 | -6.25967858144466e-16 |
137 | 18 | 18 | 3.98524618749881e-15 |
138 | 18 | 18 | -1.09112738562669e-15 |
139 | 17 | 17 | -9.73264151218723e-16 |
140 | 22 | 22 | -7.98596428699453e-16 |
141 | 30 | 30 | -9.5286344792078e-16 |
142 | 30 | 30 | -1.28014199738019e-15 |
143 | 24 | 24 | -1.08402396967233e-15 |
144 | 21 | 21 | -7.67478554022456e-16 |
145 | 21 | 21 | -1.05195774581381e-15 |
146 | 29 | 29 | -1.55921676195035e-15 |
147 | 31 | 31 | 2.96219792594985e-16 |
148 | 20 | 20 | -7.81800159129695e-16 |
149 | 16 | 16 | 3.36943713149333e-15 |
150 | 22 | 22 | -1.85207110127491e-15 |
151 | 20 | 20 | -8.65491491899326e-16 |
152 | 28 | 28 | -1.51027061293384e-15 |
153 | 38 | 38 | -2.70290251643311e-16 |
154 | 22 | 22 | -1.13941904906277e-15 |
155 | 20 | 20 | -5.05014469905607e-16 |
156 | 17 | 17 | -1.42819354333347e-15 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
20 | 0 | 0 | 1 |
21 | 0.719856990206051 | 0.560286019587897 | 0.280143009793949 |
22 | 0.668870401777342 | 0.662259196445316 | 0.331129598222658 |
23 | 0.999999999399568 | 1.20086454992663e-09 | 6.00432274963313e-10 |
24 | 0.998127024127103 | 0.00374595174579384 | 0.00187297587289692 |
25 | 0.62458034082571 | 0.75083931834858 | 0.37541965917429 |
26 | 0.00339698979285965 | 0.0067939795857193 | 0.99660301020714 |
27 | 9.9767331149575e-06 | 1.9953466229915e-05 | 0.999990023266885 |
28 | 0.00181594095045590 | 0.00363188190091179 | 0.998184059049544 |
29 | 1 | 3.52060044205043e-42 | 1.76030022102521e-42 |
30 | 0.115222541835553 | 0.230445083671106 | 0.884777458164447 |
31 | 0.894510154171221 | 0.210979691657557 | 0.105489845828779 |
32 | 4.20093452951982e-07 | 8.40186905903964e-07 | 0.999999579906547 |
33 | 0.99916613784794 | 0.0016677243041197 | 0.00083386215205985 |
34 | 0.903931519865918 | 0.192136960268163 | 0.0960684801340816 |
35 | 3.50665838375945e-14 | 7.0133167675189e-14 | 0.999999999999965 |
36 | 0.00308144194247195 | 0.00616288388494389 | 0.996918558057528 |
37 | 0.999952602667514 | 9.47946649724211e-05 | 4.73973324862106e-05 |
38 | 1 | 2.51978653927511e-18 | 1.25989326963756e-18 |
39 | 0.999999369193811 | 1.26161237711984e-06 | 6.30806188559922e-07 |
40 | 5.4032760369708e-08 | 1.08065520739416e-07 | 0.99999994596724 |
41 | 1.00468160381728e-50 | 2.00936320763456e-50 | 1 |
42 | 0.242501733381911 | 0.485003466763822 | 0.757498266618089 |
43 | 1 | 2.02689835650921e-31 | 1.01344917825461e-31 |
44 | 1.31080341509135e-07 | 2.62160683018271e-07 | 0.999999868919659 |
45 | 1.68024958632601e-36 | 3.36049917265202e-36 | 1 |
46 | 1 | 4.71401815579007e-47 | 2.35700907789503e-47 |
47 | 1.32996657080606e-12 | 2.65993314161213e-12 | 0.99999999999867 |
48 | 0.858851306803598 | 0.282297386392804 | 0.141148693196402 |
49 | 1 | 1.61790360674534e-15 | 8.0895180337267e-16 |
50 | 0.430176854985172 | 0.860353709970344 | 0.569823145014828 |
51 | 1.91053786076928e-11 | 3.82107572153855e-11 | 0.999999999980895 |
52 | 0.999999999638577 | 7.22845374287005e-10 | 3.61422687143502e-10 |
53 | 0.712952108494549 | 0.574095783010902 | 0.287047891505451 |
54 | 0.307355318673353 | 0.614710637346707 | 0.692644681326646 |
55 | 1 | 2.73867528362786e-16 | 1.36933764181393e-16 |
56 | 1 | 1.12434355453661e-17 | 5.62171777268305e-18 |
57 | 1 | 1.52666504243120e-66 | 7.63332521215599e-67 |
58 | 0.99863790538146 | 0.00272418923707972 | 0.00136209461853986 |
59 | 0.000283076853401514 | 0.000566153706803028 | 0.999716923146599 |
60 | 1 | 2.18763530392175e-20 | 1.09381765196088e-20 |
61 | 1.02792430928911e-29 | 2.05584861857822e-29 | 1 |
62 | 1.28437643878008e-11 | 2.56875287756016e-11 | 0.999999999987156 |
63 | 1 | 2.37120455812057e-57 | 1.18560227906028e-57 |
64 | 0.354664205572054 | 0.709328411144109 | 0.645335794427946 |
65 | 0.0136950251553873 | 0.0273900503107746 | 0.986304974844613 |
66 | 3.09346679149556e-11 | 6.18693358299111e-11 | 0.999999999969065 |
67 | 0.999999992484456 | 1.50310883626835e-08 | 7.51554418134173e-09 |
68 | 1 | 1.02180632946562e-25 | 5.10903164732808e-26 |
69 | 0.0122180544654663 | 0.0244361089309326 | 0.987781945534534 |
70 | 0.981104316176566 | 0.0377913676468685 | 0.0188956838234343 |
71 | 3.70882949261692e-12 | 7.41765898523383e-12 | 0.999999999996291 |
72 | 1.77388725673243e-05 | 3.54777451346485e-05 | 0.999982261127433 |
73 | 3.42208057123584e-23 | 6.84416114247167e-23 | 1 |
74 | 1.72198694246963e-15 | 3.44397388493927e-15 | 0.999999999999998 |
75 | 1 | 3.77256458762366e-18 | 1.88628229381183e-18 |
76 | 0.0105993927445892 | 0.0211987854891783 | 0.98940060725541 |
77 | 0.00362220890052868 | 0.00724441780105737 | 0.996377791099471 |
78 | 1.89346081350575e-07 | 3.7869216270115e-07 | 0.999999810653919 |
79 | 0.384076802648202 | 0.768153605296404 | 0.615923197351798 |
80 | 0.0342575623939318 | 0.0685151247878636 | 0.965742437606068 |
81 | 1.64100341945322e-07 | 3.28200683890644e-07 | 0.999999835899658 |
82 | 0.999999999999998 | 3.80363030273808e-15 | 1.90181515136904e-15 |
83 | 0.984263639358605 | 0.031472721282791 | 0.0157363606413955 |
84 | 0.90247669302579 | 0.19504661394842 | 0.09752330697421 |
85 | 0.0152873495505228 | 0.0305746991010455 | 0.984712650449477 |
86 | 1 | 4.45540391287694e-22 | 2.22770195643847e-22 |
87 | 0.638792714037468 | 0.722414571925064 | 0.361207285962532 |
88 | 0.000395111760299482 | 0.000790223520598963 | 0.9996048882397 |
89 | 0.419853947315491 | 0.839707894630982 | 0.580146052684509 |
90 | 0.999497027680232 | 0.00100594463953648 | 0.00050297231976824 |
91 | 1 | 4.80783924920889e-21 | 2.40391962460444e-21 |
92 | 0.0790120652116307 | 0.158024130423261 | 0.920987934788369 |
93 | 2.23324791439416e-23 | 4.46649582878832e-23 | 1 |
94 | 1.82338215052376e-41 | 3.64676430104752e-41 | 1 |
95 | 1 | 4.38157791146543e-20 | 2.19078895573271e-20 |
96 | 0.999886216870355 | 0.000227566259290242 | 0.000113783129645121 |
97 | 1 | 2.13189876735798e-36 | 1.06594938367899e-36 |
98 | 0.925768372685205 | 0.148463254629590 | 0.0742316273147949 |
99 | 1 | 1.49716268527926e-20 | 7.48581342639629e-21 |
100 | 2.41685087831017e-22 | 4.83370175662034e-22 | 1 |
101 | 1.23616848682666e-06 | 2.47233697365332e-06 | 0.999998763831513 |
102 | 0.999999999996624 | 6.75230777931435e-12 | 3.37615388965717e-12 |
103 | 1 | 1.60221162372101e-19 | 8.01105811860506e-20 |
104 | 1 | 1.33355724651577e-18 | 6.66778623257883e-19 |
105 | 0.00634129466547553 | 0.0126825893309511 | 0.993658705334524 |
106 | 0.99999952409785 | 9.51804297828143e-07 | 4.75902148914072e-07 |
107 | 0.00353903279235668 | 0.00707806558471336 | 0.996460967207643 |
108 | 0.257775165039960 | 0.515550330079919 | 0.74222483496004 |
109 | 2.37044670337765e-09 | 4.7408934067553e-09 | 0.999999997629553 |
110 | 0.999999999482508 | 1.03498362521580e-09 | 5.17491812607898e-10 |
111 | 0.999707606127677 | 0.000584787744645187 | 0.000292393872322593 |
112 | 0.170623252776694 | 0.341246505553388 | 0.829376747223306 |
113 | 0.161903742947364 | 0.323807485894729 | 0.838096257052636 |
114 | 0.95189830244559 | 0.0962033951088213 | 0.0481016975544106 |
115 | 0.999978168890396 | 4.36622192074711e-05 | 2.18311096037356e-05 |
116 | 0.9999999402056 | 1.19588798993041e-07 | 5.97943994965203e-08 |
117 | 0.99996164468484 | 7.67106303215058e-05 | 3.83553151607529e-05 |
118 | 0.999999999937276 | 1.25448972025979e-10 | 6.27244860129895e-11 |
119 | 0.999999417559636 | 1.16488072826451e-06 | 5.82440364132257e-07 |
120 | 0.00087893690224204 | 0.00175787380448408 | 0.999121063097758 |
121 | 0.949546990736935 | 0.100906018526130 | 0.0504530092630648 |
122 | 0.99999966919095 | 6.61618098027346e-07 | 3.30809049013673e-07 |
123 | 0.0091841631868071 | 0.0183683263736142 | 0.990815836813193 |
124 | 0.999999999812117 | 3.75766265532907e-10 | 1.87883132766454e-10 |
125 | 0.996959455085392 | 0.00608108982921675 | 0.00304054491460837 |
126 | 0.191630952566376 | 0.383261905132751 | 0.808369047433624 |
127 | 0.898295505784387 | 0.203408988431227 | 0.101704494215613 |
128 | 0.99391987806349 | 0.0121602438730185 | 0.00608012193650925 |
129 | 0.999915373012127 | 0.000169253975745455 | 8.46269878727273e-05 |
130 | 0.998877998667253 | 0.00224400266549313 | 0.00112200133274657 |
131 | 0.998583293954154 | 0.00283341209169287 | 0.00141670604584644 |
132 | 0.999999900814988 | 1.98370023309739e-07 | 9.91850116548697e-08 |
133 | 0.99824187647966 | 0.0035162470406792 | 0.0017581235203396 |
134 | 0.933414984213413 | 0.133170031573174 | 0.0665850157865868 |
135 | 0.971044437128881 | 0.0579111257422374 | 0.0289555628711187 |
136 | 0.355913220742279 | 0.711826441484558 | 0.644086779257721 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 79 | 0.675213675213675 | NOK |
5% type I error level | 88 | 0.752136752136752 | NOK |
10% type I error level | 91 | 0.777777777777778 | NOK |