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
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-1.7562780158085e-140-5.18831e-060
Y11.53241564413974e-1602.13250.034720.01736
Y2-6.31065648645808e-180-0.08790.9300690.465035
Y3-1.77275820171837e-160-2.47780.0144190.007209
Y4101387919676317484200
M15.51714686945489e-1600.28850.7733920.386696
M28.53864962316541e-1600.44740.6553090.327654
M34.08923417553911e-1600.21250.8320.416
M45.83790269313932e-1600.30310.762260.38113
M5-4.12738543583127e-150-2.13560.0344640.017232
M63.66459573819441e-1600.19080.8489240.424462
M71.39671603645796e-1600.07330.9416660.470833
M81.97031416598575e-1600.10350.9176970.458849
M97.66447169580341e-1700.04080.9675490.483774
M102.83259325707545e-1700.01480.9882070.494104
M111.64776501725111e-1600.08570.9318590.465929
t1.06828021625867e-1701.25390.2119950.105998


Multiple Linear Regression - Regression Statistics
Multiple R1
R-squared1
Adjusted R-squared1
F-TEST (value)1.38555603953635e+31
F-TEST (DF numerator)16
F-TEST (DF denominator)139
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.7694682348403e-15
Sum Squared Residuals3.16194798679795e-27


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
124243.8833668017645e-15
225254.45949864142709e-15
317179.24241541089069e-16
418184.61125481661534e-15
51818.0000000000001-5.2838819902124e-14
616161.42903065268707e-15
720201.36495432382927e-15
816168.62610667874181e-16
918185.385162280699e-16
1017171.14134724725819e-15
1123236.77059428648565e-16
1230301.44269847361675e-15
1323239.23376994723665e-16
1418183.57872526570919e-16
1515151.60625699562735e-15
161212-3.13768077881969e-16
1721214.58122455760425e-15
1815151.10819056724008e-15
192020-3.00412238663075e-16
2031314.18079129209161e-16
212727-6.59870099632231e-16
2234341.50838782343258e-15
2321215.74856950270073e-16
2431311.91725469604935e-16
2519193.97360753177649e-16
2616161.82846371929563e-16
2720207.58688484990028e-16
282121-8.25587317799867e-17
2922224.77556542915548e-15
3017177.7268116238042e-17
3124243.23872723740033e-16
3225257.1858264967758e-16
332626-2.65699034964752e-16
3425252.39564313396915e-16
3517176.77955131316204e-18
363232-4.23274989947867e-16
3733337.19464650024768e-16
3813132.21002884148810e-16
393232-1.08317613326465e-15
402525-4.26204267647754e-17
4129294.03430405574265e-15
4222221.92733860855692e-16
4318181.22093747056774e-15
4417175.42641586692203e-16
452020-3.17490407277616e-17
4615154.49681474651189e-16
4720206.17884216224246e-17
483333-4.99447296271356e-17
492929-2.30636069946821e-16
502323-4.93557801480265e-16
5126264.67131380782594e-16
521818-5.51391905569948e-16
5320204.82041746905647e-15
5411115.62837511020103e-16
5528284.43682276802976e-16
5626264.53580448336131e-16
5722228.16383967145096e-16
5817171.04003494524507e-15
5912121.21575771263536e-15
6014141.05530801366609e-15
6117172.58244596485335e-16
6221214.11103018301472e-16
631919-6.23213761956564e-16
641818-2.49544840487703e-16
6510105.08633773046969e-15
6629292.18274583820431e-16
673131-1.39537572062567e-16
6819197.60050037056527e-17
69992.07828696186418e-15
702020-4.24867113968091e-16
712828-4.95327202783598e-16
721919-2.56586669411225e-16
733030-2.94734700887257e-16
742929-2.24982440947062e-16
752626-1.54437400140707e-16
7623231.17018086590954e-16
7713134.59427953539157e-15
782121-2.78300564777496e-17
7919194.54335758518357e-16
802828-3.21432289026417e-16
8123232.8989312050447e-16
8218182.31657706169282e-16
8321211.05984757410361e-16
8420202.54946825848687e-16
852323-2.45313405579323e-17
862121-1.08898687193293e-15
8721211.91453368756590e-16
881515-1.26039559772029e-15
8928285.21634196147695e-15
901919-1.15787610935093e-16
912626-7.80520164552607e-16
9210107.45283462474208e-17
931616-6.85542411714772e-16
942222-4.17135619658525e-16
951919-5.58947702664968e-16
963131-2.48956073048628e-16
973131-1.37221574703373e-15
982929-1.14723453120047e-15
991919-2.08057630789501e-17
1002222-6.76818886995344e-16
10123234.47765782721385e-15
10215151.73801391999369e-16
1032020-2.42404276582120e-16
1041818-1.74542254220035e-16
1052323-5.0088390501433e-16
1062525-3.80313282769418e-16
1072121-2.37904433571677e-16
10824242.00275718784968e-16
1092525-1.91431027897035e-15
1101717-5.58342749060412e-16
1111313-1.40710916698716e-15
11228281.75995896134614e-16
11321214.03046582140411e-15
1142525-4.82354893085692e-16
115996.89065339052152e-16
1161616-2.40086398543306e-16
11719191.47893093936049e-17
1181717-5.9288506949058e-16
11925253.42323038189620e-16
1202020-5.80880133139499e-16
1212929-1.90678530886190e-16
1221414-4.23766047950214e-16
1232222-5.8728954152505e-16
1241515-3.19402314866737e-16
12519193.86754219561692e-15
1262020-1.92965636460651e-16
1271515-1.19521799753211e-15
1282020-1.01099848319274e-16
1291818-3.70971395359309e-16
1303333-3.75911377823661e-16
1312222-1.03332081491370e-16
13216166.10360191008753e-16
1331717-1.10274938207982e-15
1341616-1.36236237856146e-16
1352121-3.67959796887542e-16
1362626-6.25967858144466e-16
13718183.98524618749881e-15
1381818-1.09112738562669e-15
1391717-9.73264151218723e-16
1402222-7.98596428699453e-16
1413030-9.5286344792078e-16
1423030-1.28014199738019e-15
1432424-1.08402396967233e-15
1442121-7.67478554022456e-16
1452121-1.05195774581381e-15
1462929-1.55921676195035e-15
14731312.96219792594985e-16
1482020-7.81800159129695e-16
14916163.36943713149333e-15
1502222-1.85207110127491e-15
1512020-8.65491491899326e-16
1522828-1.51027061293384e-15
1533838-2.70290251643311e-16
1542222-1.13941904906277e-15
1552020-5.05014469905607e-16
1561717-1.42819354333347e-15


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
20001
210.7198569902060510.5602860195878970.280143009793949
220.6688704017773420.6622591964453160.331129598222658
230.9999999993995681.20086454992663e-096.00432274963313e-10
240.9981270241271030.003745951745793840.00187297587289692
250.624580340825710.750839318348580.37541965917429
260.003396989792859650.00679397958571930.99660301020714
279.9767331149575e-061.9953466229915e-050.999990023266885
280.001815940950455900.003631881900911790.998184059049544
2913.52060044205043e-421.76030022102521e-42
300.1152225418355530.2304450836711060.884777458164447
310.8945101541712210.2109796916575570.105489845828779
324.20093452951982e-078.40186905903964e-070.999999579906547
330.999166137847940.00166772430411970.00083386215205985
340.9039315198659180.1921369602681630.0960684801340816
353.50665838375945e-147.0133167675189e-140.999999999999965
360.003081441942471950.006162883884943890.996918558057528
370.9999526026675149.47946649724211e-054.73973324862106e-05
3812.51978653927511e-181.25989326963756e-18
390.9999993691938111.26161237711984e-066.30806188559922e-07
405.4032760369708e-081.08065520739416e-070.99999994596724
411.00468160381728e-502.00936320763456e-501
420.2425017333819110.4850034667638220.757498266618089
4312.02689835650921e-311.01344917825461e-31
441.31080341509135e-072.62160683018271e-070.999999868919659
451.68024958632601e-363.36049917265202e-361
4614.71401815579007e-472.35700907789503e-47
471.32996657080606e-122.65993314161213e-120.99999999999867
480.8588513068035980.2822973863928040.141148693196402
4911.61790360674534e-158.0895180337267e-16
500.4301768549851720.8603537099703440.569823145014828
511.91053786076928e-113.82107572153855e-110.999999999980895
520.9999999996385777.22845374287005e-103.61422687143502e-10
530.7129521084945490.5740957830109020.287047891505451
540.3073553186733530.6147106373467070.692644681326646
5512.73867528362786e-161.36933764181393e-16
5611.12434355453661e-175.62171777268305e-18
5711.52666504243120e-667.63332521215599e-67
580.998637905381460.002724189237079720.00136209461853986
590.0002830768534015140.0005661537068030280.999716923146599
6012.18763530392175e-201.09381765196088e-20
611.02792430928911e-292.05584861857822e-291
621.28437643878008e-112.56875287756016e-110.999999999987156
6312.37120455812057e-571.18560227906028e-57
640.3546642055720540.7093284111441090.645335794427946
650.01369502515538730.02739005031077460.986304974844613
663.09346679149556e-116.18693358299111e-110.999999999969065
670.9999999924844561.50310883626835e-087.51554418134173e-09
6811.02180632946562e-255.10903164732808e-26
690.01221805446546630.02443610893093260.987781945534534
700.9811043161765660.03779136764686850.0188956838234343
713.70882949261692e-127.41765898523383e-120.999999999996291
721.77388725673243e-053.54777451346485e-050.999982261127433
733.42208057123584e-236.84416114247167e-231
741.72198694246963e-153.44397388493927e-150.999999999999998
7513.77256458762366e-181.88628229381183e-18
760.01059939274458920.02119878548917830.98940060725541
770.003622208900528680.007244417801057370.996377791099471
781.89346081350575e-073.7869216270115e-070.999999810653919
790.3840768026482020.7681536052964040.615923197351798
800.03425756239393180.06851512478786360.965742437606068
811.64100341945322e-073.28200683890644e-070.999999835899658
820.9999999999999983.80363030273808e-151.90181515136904e-15
830.9842636393586050.0314727212827910.0157363606413955
840.902476693025790.195046613948420.09752330697421
850.01528734955052280.03057469910104550.984712650449477
8614.45540391287694e-222.22770195643847e-22
870.6387927140374680.7224145719250640.361207285962532
880.0003951117602994820.0007902235205989630.9996048882397
890.4198539473154910.8397078946309820.580146052684509
900.9994970276802320.001005944639536480.00050297231976824
9114.80783924920889e-212.40391962460444e-21
920.07901206521163070.1580241304232610.920987934788369
932.23324791439416e-234.46649582878832e-231
941.82338215052376e-413.64676430104752e-411
9514.38157791146543e-202.19078895573271e-20
960.9998862168703550.0002275662592902420.000113783129645121
9712.13189876735798e-361.06594938367899e-36
980.9257683726852050.1484632546295900.0742316273147949
9911.49716268527926e-207.48581342639629e-21
1002.41685087831017e-224.83370175662034e-221
1011.23616848682666e-062.47233697365332e-060.999998763831513
1020.9999999999966246.75230777931435e-123.37615388965717e-12
10311.60221162372101e-198.01105811860506e-20
10411.33355724651577e-186.66778623257883e-19
1050.006341294665475530.01268258933095110.993658705334524
1060.999999524097859.51804297828143e-074.75902148914072e-07
1070.003539032792356680.007078065584713360.996460967207643
1080.2577751650399600.5155503300799190.74222483496004
1092.37044670337765e-094.7408934067553e-090.999999997629553
1100.9999999994825081.03498362521580e-095.17491812607898e-10
1110.9997076061276770.0005847877446451870.000292393872322593
1120.1706232527766940.3412465055533880.829376747223306
1130.1619037429473640.3238074858947290.838096257052636
1140.951898302445590.09620339510882130.0481016975544106
1150.9999781688903964.36622192074711e-052.18311096037356e-05
1160.99999994020561.19588798993041e-075.97943994965203e-08
1170.999961644684847.67106303215058e-053.83553151607529e-05
1180.9999999999372761.25448972025979e-106.27244860129895e-11
1190.9999994175596361.16488072826451e-065.82440364132257e-07
1200.000878936902242040.001757873804484080.999121063097758
1210.9495469907369350.1009060185261300.0504530092630648
1220.999999669190956.61618098027346e-073.30809049013673e-07
1230.00918416318680710.01836832637361420.990815836813193
1240.9999999998121173.75766265532907e-101.87883132766454e-10
1250.9969594550853920.006081089829216750.00304054491460837
1260.1916309525663760.3832619051327510.808369047433624
1270.8982955057843870.2034089884312270.101704494215613
1280.993919878063490.01216024387301850.00608012193650925
1290.9999153730121270.0001692539757454558.46269878727273e-05
1300.9988779986672530.002244002665493130.00112200133274657
1310.9985832939541540.002833412091692870.00141670604584644
1320.9999999008149881.98370023309739e-079.91850116548697e-08
1330.998241876479660.00351624704067920.0017581235203396
1340.9334149842134130.1331700315731740.0665850157865868
1350.9710444371288810.05791112574223740.0289555628711187
1360.3559132207422790.7118264414845580.644086779257721


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level790.675213675213675NOK
5% type I error level880.752136752136752NOK
10% type I error level910.777777777777778NOK