Multiple Linear Regression - Estimated Regression Equation |
totaal[t] = + 1.68931540618223e-11 + 0.999999999999999x1[t] + 1x2[t] + 1x3[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) | 1.68931540618223e-11 | 0 | 1.9358 | 0.05477 | 0.027385 |
x1 | 0.999999999999999 | 0 | 4341721531118816 | 0 | 0 |
x2 | 1 | 0 | 2282771733512184 | 0 | 0 |
x3 | 1 | 0 | 2883077998497998 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 1 |
R-squared | 1 |
Adjusted R-squared | 1 |
F-TEST (value) | 3.60728437180232e+32 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 150 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9.58211935820182e-12 |
Sum Squared Residuals | 1.37725517092239e-20 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 206010 | 206010 | -1.11456320563574e-10 |
2 | 198112 | 198112 | 8.57882821563757e-12 |
3 | 194519 | 194519 | 7.14846076751727e-12 |
4 | 185705 | 185705 | 7.13319668374274e-13 |
5 | 180173 | 180173 | 6.52300829335719e-12 |
6 | 176142 | 176142 | 7.49473466607195e-12 |
7 | 203401 | 203401 | 6.26687366434033e-12 |
8 | 221902 | 221902 | 8.88486398473331e-12 |
9 | 197378 | 197378 | 2.96794951547849e-12 |
10 | 185001 | 185001 | 3.60576294148636e-12 |
11 | 176356 | 176356 | 6.9453423866477e-12 |
12 | 180449 | 180449 | 6.1902400790307e-12 |
13 | 180144 | 180144 | 6.22697041295822e-12 |
14 | 173666 | 173666 | 6.05284625044003e-12 |
15 | 165688 | 165688 | 3.77615089673272e-12 |
16 | 161570 | 161570 | 2.6192643934589e-12 |
17 | 156145 | 156145 | 1.80801755714721e-13 |
18 | 153730 | 153730 | -1.20246707075586e-13 |
19 | 182698 | 182698 | 2.34364952417146e-12 |
20 | 200765 | 200765 | 2.32933153425697e-12 |
21 | 176512 | 176512 | 2.04914660978206e-12 |
22 | 166618 | 166618 | 1.51090348293275e-12 |
23 | 158644 | 158644 | -2.46912500443893e-12 |
24 | 159585 | 159585 | -7.84361617006576e-13 |
25 | 163095 | 163095 | 1.86790933834932e-14 |
26 | 159044 | 159044 | -5.58227335670622e-13 |
27 | 155511 | 155511 | -2.74285385424474e-13 |
28 | 153745 | 153745 | -2.71516545316654e-13 |
29 | 150569 | 150569 | -2.92032714055475e-13 |
30 | 150605 | 150605 | -1.82587212001295e-14 |
31 | 179612 | 179612 | 3.87578375400747e-12 |
32 | 194690 | 194690 | 1.79838938393835e-12 |
33 | 189917 | 189917 | 5.37762332253401e-13 |
34 | 184128 | 184128 | 2.48148580772682e-13 |
35 | 175335 | 175335 | 3.93728524582155e-12 |
36 | 179566 | 179566 | 2.48181003557758e-12 |
37 | 181140 | 181140 | 3.05493172531666e-12 |
38 | 177876 | 177876 | 2.41042518957691e-12 |
39 | 175041 | 175041 | 3.9759021862274e-12 |
40 | 169292 | 169292 | 2.64845885619719e-12 |
41 | 166070 | 166070 | 2.20384664022161e-12 |
42 | 166972 | 166972 | 4.18307426509113e-12 |
43 | 206348 | 206348 | 2.0458205499998e-12 |
44 | 215706 | 215706 | 1.96731602454777e-12 |
45 | 202108 | 202108 | -2.0938664572149e-12 |
46 | 195411 | 195411 | -2.54641401440373e-13 |
47 | 193111 | 193111 | 1.68058127755427e-12 |
48 | 195198 | 195198 | 1.57338440009371e-13 |
49 | 198770 | 198770 | 5.48603959774011e-13 |
50 | 194163 | 194163 | 3.19754527265306e-15 |
51 | 190420 | 190420 | 3.27257994446749e-13 |
52 | 189733 | 189733 | 1.27237027848107e-12 |
53 | 186029 | 186029 | 1.31218406745211e-12 |
54 | 191531 | 191531 | -2.91707090241746e-13 |
55 | 232571 | 232571 | -3.89620281354361e-13 |
56 | 243477 | 243477 | -1.5590629921315e-13 |
57 | 227247 | 227247 | -7.65528796915575e-13 |
58 | 217859 | 217859 | -1.88295415195935e-13 |
59 | 208679 | 208679 | 8.75260771528721e-13 |
60 | 213188 | 213188 | 5.23282335752739e-13 |
61 | 216234 | 216234 | 1.56760674881135e-12 |
62 | 213586 | 213586 | 3.71384662629272e-13 |
63 | 209465 | 209465 | 7.38235406634236e-13 |
64 | 204045 | 204045 | 9.92284099703928e-13 |
65 | 200237 | 200237 | 9.78480578626489e-13 |
66 | 203666 | 203666 | 3.9935086420544e-13 |
67 | 241476 | 241476 | -3.32926065237231e-13 |
68 | 260307 | 260307 | 4.30594196788541e-12 |
69 | 243324 | 243324 | -8.05630406330435e-13 |
70 | 244460 | 244460 | 9.0054975908016e-13 |
71 | 233575 | 233575 | 2.34131439811544e-12 |
72 | 237217 | 237217 | 4.81649338313562e-12 |
73 | 235243 | 235243 | 3.53718306392512e-12 |
74 | 230354 | 230354 | 5.26687728703994e-12 |
75 | 227184 | 227184 | 7.04029632156611e-12 |
76 | 221678 | 221678 | 4.48344728559046e-12 |
77 | 217142 | 217142 | 5.45714490180979e-12 |
78 | 219452 | 219452 | 4.18698336345293e-12 |
79 | 256446 | 256446 | -3.63996763418387e-15 |
80 | 265845 | 265845 | 7.69938420963754e-13 |
81 | 248624 | 248624 | -8.20915422577982e-13 |
82 | 241114 | 241114 | -1.41555918434759e-12 |
83 | 229245 | 229245 | 4.46932678056686e-12 |
84 | 231805 | 231805 | 1.916649159365e-12 |
85 | 219277 | 219277 | 4.69714470995271e-12 |
86 | 219313 | 219313 | 4.40580920989084e-12 |
87 | 212610 | 212610 | 1.39817413182222e-12 |
88 | 214771 | 214771 | 4.19319113366751e-12 |
89 | 211142 | 211142 | 7.18667149496467e-14 |
90 | 211457 | 211457 | 4.97672310517524e-14 |
91 | 240048 | 240048 | -1.08861227549445e-12 |
92 | 240636 | 240636 | 1.62409591846485e-12 |
93 | 230580 | 230580 | -3.93777190165507e-12 |
94 | 208795 | 208795 | 9.6480709826297e-13 |
95 | 197922 | 197922 | -5.81734122949822e-13 |
96 | 194596 | 194596 | -5.69337172787592e-13 |
97 | 194581 | 194581 | -6.51432458126833e-13 |
98 | 185686 | 185686 | -1.99430304105396e-13 |
99 | 178106 | 178106 | 1.72905361000239e-12 |
100 | 172608 | 172608 | 1.78341193231155e-12 |
101 | 167302 | 167302 | 5.48704848340123e-13 |
102 | 168053 | 168053 | 1.94055391686616e-14 |
103 | 202300 | 202300 | -1.73831498904938e-12 |
104 | 202388 | 202388 | -4.36140685580225e-12 |
105 | 182516 | 182516 | -1.0216423564727e-12 |
106 | 173476 | 173476 | 3.19136093455213e-14 |
107 | 166444 | 166444 | -1.26237677920536e-12 |
108 | 171297 | 171297 | 1.41008634819307e-12 |
109 | 169701 | 169701 | -3.85635269120178e-13 |
110 | 164182 | 164182 | -4.10445972990069e-12 |
111 | 161914 | 161914 | -3.27959567281705e-12 |
112 | 159612 | 159612 | -3.41698427575876e-12 |
113 | 151001 | 151001 | -3.97679696272103e-12 |
114 | 158114 | 158114 | -5.66533104776535e-12 |
115 | 186530 | 186530 | -1.41206950473043e-12 |
116 | 187069 | 187069 | -1.13372551277866e-12 |
117 | 174330 | 174330 | -2.35316538897355e-14 |
118 | 169362 | 169362 | 4.03975221563314e-14 |
119 | 166827 | 166827 | 2.50198168134773e-13 |
120 | 178037 | 178037 | 1.12021971873441e-12 |
121 | 186413 | 186413 | -1.77281045709533e-12 |
122 | 189226 | 189226 | -1.33921226822232e-12 |
123 | 191563 | 191563 | -1.03685713544055e-12 |
124 | 188906 | 188906 | -1.10212505979563e-12 |
125 | 186005 | 186005 | -6.28871774598698e-13 |
126 | 195309 | 195309 | -1.30188418526054e-12 |
127 | 223532 | 223532 | 1.2392012355127e-12 |
128 | 226899 | 226899 | -1.57824844235397e-12 |
129 | 214126 | 214126 | 2.11157778642299e-12 |
130 | 206903 | 206903 | -5.46217005620218e-13 |
131 | 204442 | 204442 | -2.7697757386235e-13 |
132 | 220375 | 220375 | 7.56619059678355e-15 |
133 | 214320 | 214320 | 1.79993900512059e-13 |
134 | 212588 | 212588 | -9.99299678460295e-13 |
135 | 205816 | 205816 | -1.46250714240333e-12 |
136 | 202196 | 202196 | -5.88091459633661e-13 |
137 | 195722 | 195722 | -1.21725134678181e-12 |
138 | 198563 | 198563 | -1.3121008653839e-12 |
139 | 229139 | 229139 | 2.66135861273379e-12 |
140 | 229527 | 229527 | -1.98417462801873e-12 |
141 | 211868 | 211868 | -2.18438146757607e-12 |
142 | 203555 | 203555 | -6.17834467249515e-13 |
143 | 195770 | 195770 | -2.89410323136201e-12 |
144 | 199834 | 199834 | -2.18602619053094e-12 |
145 | 203089 | 203089 | -1.44056144010062e-12 |
146 | 198480 | 198480 | -1.5411954699832e-12 |
147 | 192684 | 192684 | -2.60764440613821e-12 |
148 | 187827 | 187827 | -1.88248814171977e-12 |
149 | 182414 | 182414 | -1.24030196438626e-12 |
150 | 182510 | 182510 | -1.33027300028451e-12 |
151 | 211524 | 211524 | -4.16942597675209e-12 |
152 | 211451 | 211451 | -9.15465196759124e-12 |
153 | 200140 | 200140 | -4.78766247886746e-12 |
154 | 191568 | 191568 | -3.81761374759325e-12 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.0343005184758868 | 0.0686010369517737 | 0.965699481524113 |
8 | 0.0151081963599468 | 0.0302163927198936 | 0.984891803640053 |
9 | 0.0067232173035298 | 0.0134464346070596 | 0.99327678269647 |
10 | 4.25471209849485e-05 | 8.5094241969897e-05 | 0.999957452879015 |
11 | 0.0146619848062325 | 0.029323969612465 | 0.985338015193768 |
12 | 0.999812956174628 | 0.000374087650744439 | 0.000187043825372219 |
13 | 0.00225823130536811 | 0.00451646261073621 | 0.997741768694632 |
14 | 0.999999999966945 | 6.61100567169423e-11 | 3.30550283584712e-11 |
15 | 5.64130278731289e-05 | 0.000112826055746258 | 0.999943586972127 |
16 | 0.000325976920162131 | 0.000651953840324262 | 0.999674023079838 |
17 | 0.14796344750376 | 0.29592689500752 | 0.85203655249624 |
18 | 0.00102275626441827 | 0.00204551252883654 | 0.998977243735582 |
19 | 0.267102258088829 | 0.534204516177659 | 0.732897741911171 |
20 | 2.09244955370625e-12 | 4.18489910741251e-12 | 0.999999999997908 |
21 | 1.81270759620073e-06 | 3.62541519240146e-06 | 0.999998187292404 |
22 | 0.0696326304642207 | 0.139265260928441 | 0.930367369535779 |
23 | 9.44869735311956e-06 | 1.88973947062391e-05 | 0.999990551302647 |
24 | 0.999844729880175 | 0.000310540239650694 | 0.000155270119825347 |
25 | 0.582392182986837 | 0.835215634026326 | 0.417607817013163 |
26 | 1.37668546713045e-08 | 2.75337093426089e-08 | 0.999999986233145 |
27 | 0.000186803540744073 | 0.000373607081488146 | 0.999813196459256 |
28 | 0.996782703690345 | 0.00643459261931024 | 0.00321729630965512 |
29 | 3.60262252218539e-05 | 7.20524504437079e-05 | 0.999963973774778 |
30 | 0.971061523137571 | 0.0578769537248572 | 0.0289384768624286 |
31 | 0.999999852811272 | 2.94377456048462e-07 | 1.47188728024231e-07 |
32 | 1.03696900278872e-09 | 2.07393800557745e-09 | 0.999999998963031 |
33 | 8.41968309622226e-13 | 1.68393661924445e-12 | 0.999999999999158 |
34 | 1.08233117930911e-11 | 2.16466235861823e-11 | 0.999999999989177 |
35 | 0.999999837940131 | 3.24119737549687e-07 | 1.62059868774843e-07 |
36 | 0.999999999994935 | 1.01301454648128e-11 | 5.06507273240639e-12 |
37 | 0.695004774652463 | 0.609990450695074 | 0.304995225347537 |
38 | 0.00366487463780713 | 0.00732974927561425 | 0.996335125362193 |
39 | 3.54175361571049e-14 | 7.08350723142097e-14 | 0.999999999999965 |
40 | 7.97735314833562e-46 | 1.59547062966712e-45 | 1 |
41 | 2.6889235096411e-14 | 5.37784701928221e-14 | 0.999999999999973 |
42 | 1.37613974200991e-07 | 2.75227948401982e-07 | 0.999999862386026 |
43 | 0.741540153225553 | 0.516919693548894 | 0.258459846774447 |
44 | 0.000264614381477109 | 0.000529228762954218 | 0.999735385618523 |
45 | 0.881431666977672 | 0.237136666044656 | 0.118568333022328 |
46 | 3.92189171252384e-09 | 7.84378342504767e-09 | 0.999999996078108 |
47 | 9.12615399485094e-23 | 1.82523079897019e-22 | 1 |
48 | 6.29097176139447e-14 | 1.25819435227889e-13 | 0.999999999999937 |
49 | 2.71796794260044e-34 | 5.43593588520087e-34 | 1 |
50 | 0.991693622854768 | 0.0166127542904645 | 0.00830637714523226 |
51 | 0.999999999999996 | 7.14666571684403e-15 | 3.57333285842201e-15 |
52 | 0.00975321029315542 | 0.0195064205863108 | 0.990246789706845 |
53 | 0.938555627039197 | 0.122888745921605 | 0.0614443729608025 |
54 | 1 | 1.15461021769865e-32 | 5.77305108849327e-33 |
55 | 0.999851406785847 | 0.000297186428306728 | 0.000148593214153364 |
56 | 0.999999894088838 | 2.11822324086186e-07 | 1.05911162043093e-07 |
57 | 1.30205879003065e-12 | 2.6041175800613e-12 | 0.999999999998698 |
58 | 4.03388053218835e-20 | 8.06776106437671e-20 | 1 |
59 | 1.3022768879085e-28 | 2.60455377581699e-28 | 1 |
60 | 0.00247816516002508 | 0.00495633032005016 | 0.997521834839975 |
61 | 0.976281281081705 | 0.0474374378365895 | 0.0237187189182948 |
62 | 8.32881313332212e-06 | 1.66576262666442e-05 | 0.999991671186867 |
63 | 8.04720438936853e-33 | 1.60944087787371e-32 | 1 |
64 | 9.84824198949816e-07 | 1.96964839789963e-06 | 0.999999015175801 |
65 | 0.999999996095369 | 7.80926166779591e-09 | 3.90463083389795e-09 |
66 | 5.53297319013526e-09 | 1.10659463802705e-08 | 0.999999994467027 |
67 | 0.999999999995241 | 9.51878747255433e-12 | 4.75939373627717e-12 |
68 | 1 | 9.14913078666275e-50 | 4.57456539333138e-50 |
69 | 2.63765176816385e-08 | 5.2753035363277e-08 | 0.999999973623482 |
70 | 2.07736009658027e-35 | 4.15472019316053e-35 | 1 |
71 | 1.19691639649106e-05 | 2.39383279298211e-05 | 0.999988030836035 |
72 | 0.964012526065579 | 0.0719749478688416 | 0.0359874739344208 |
73 | 0.543651148669218 | 0.912697702661565 | 0.456348851330782 |
74 | 3.55096525877705e-27 | 7.1019305175541e-27 | 1 |
75 | 0.999999835824085 | 3.28351829389157e-07 | 1.64175914694579e-07 |
76 | 1 | 2.17093259694221e-32 | 1.08546629847111e-32 |
77 | 0.00302996756460194 | 0.00605993512920389 | 0.996970032435398 |
78 | 2.98755746476645e-22 | 5.97511492953291e-22 | 1 |
79 | 0.999887195078905 | 0.000225609842190983 | 0.000112804921095492 |
80 | 0.999516669689781 | 0.000966660620438219 | 0.000483330310219109 |
81 | 0.999997662250351 | 4.67549929870389e-06 | 2.33774964935195e-06 |
82 | 1 | 1.29690631670495e-46 | 6.48453158352475e-47 |
83 | 0.999999070521095 | 1.85895781058695e-06 | 9.29478905293474e-07 |
84 | 0.0981056903827693 | 0.196211380765539 | 0.901894309617231 |
85 | 1 | 6.50518585105976e-25 | 3.25259292552988e-25 |
86 | 0.999962936795667 | 7.41264086651587e-05 | 3.70632043325793e-05 |
87 | 1.0563664575624e-26 | 2.1127329151248e-26 | 1 |
88 | 0.563607327782058 | 0.872785344435884 | 0.436392672217942 |
89 | 3.93934810116584e-30 | 7.87869620233168e-30 | 1 |
90 | 1.15745071978218e-24 | 2.31490143956436e-24 | 1 |
91 | 9.01318175134392e-22 | 1.80263635026878e-21 | 1 |
92 | 0.000275746066789061 | 0.000551492133578122 | 0.999724253933211 |
93 | 7.81654116009375e-44 | 1.56330823201875e-43 | 1 |
94 | 0.99925778471514 | 0.00148443056972012 | 0.000742215284860058 |
95 | 0.998672926909579 | 0.00265414618084285 | 0.00132707309042142 |
96 | 0.999999999999995 | 9.02743210353878e-15 | 4.51371605176939e-15 |
97 | 1.42142534283555e-05 | 2.8428506856711e-05 | 0.999985785746572 |
98 | 1 | 4.21340654818343e-18 | 2.10670327409172e-18 |
99 | 1 | 1.03989876479619e-28 | 5.19949382398096e-29 |
100 | 3.37590415449691e-09 | 6.75180830899382e-09 | 0.999999996624096 |
101 | 0.999999999755586 | 4.88827875791764e-10 | 2.44413937895882e-10 |
102 | 0.000211142981010844 | 0.000422285962021688 | 0.999788857018989 |
103 | 6.87504237968675e-07 | 1.37500847593735e-06 | 0.999999312495762 |
104 | 2.69282100309121e-68 | 5.38564200618243e-68 | 1 |
105 | 1 | 1.02164009711014e-21 | 5.10820048555072e-22 |
106 | 0.999999999994801 | 1.0398014370757e-11 | 5.1990071853785e-12 |
107 | 0.975252345446975 | 0.0494953091060491 | 0.0247476545530246 |
108 | 6.25277386938348e-57 | 1.2505547738767e-56 | 1 |
109 | 3.23702551981693e-15 | 6.47405103963387e-15 | 0.999999999999997 |
110 | 0.99999997905563 | 4.18887393848476e-08 | 2.09443696924238e-08 |
111 | 0.999999995200466 | 9.59906720766217e-09 | 4.79953360383108e-09 |
112 | 3.41780957381129e-13 | 6.83561914762259e-13 | 0.999999999999658 |
113 | 3.63866034594275e-42 | 7.27732069188551e-42 | 1 |
114 | 2.22845694440546e-12 | 4.45691388881092e-12 | 0.999999999997772 |
115 | 0.999999882171366 | 2.35657268611551e-07 | 1.17828634305775e-07 |
116 | 0.44695001521191 | 0.89390003042382 | 0.55304998478809 |
117 | 0.989091671195777 | 0.0218166576084463 | 0.0109083288042232 |
118 | 0.000839143303889015 | 0.00167828660777803 | 0.999160856696111 |
119 | 0.998443868675587 | 0.00311226264882542 | 0.00155613132441271 |
120 | 6.65608165409165e-12 | 1.33121633081833e-11 | 0.999999999993344 |
121 | 0.985323555962739 | 0.0293528880745215 | 0.0146764440372608 |
122 | 0.187227706877469 | 0.374455413754938 | 0.812772293122531 |
123 | 0.999999716358919 | 5.67282161737184e-07 | 2.83641080868592e-07 |
124 | 2.88711186475342e-15 | 5.77422372950683e-15 | 0.999999999999997 |
125 | 3.36449347272573e-19 | 6.72898694545146e-19 | 1 |
126 | 0.197474078080741 | 0.394948156161482 | 0.802525921919259 |
127 | 0.999999999999875 | 2.50534904409831e-13 | 1.25267452204915e-13 |
128 | 0.505202327905798 | 0.989595344188405 | 0.494797672094202 |
129 | 1 | 1.84484532680813e-24 | 9.22422663404063e-25 |
130 | 4.49800862220305e-20 | 8.9960172444061e-20 | 1 |
131 | 0.999999193907678 | 1.61218464352204e-06 | 8.06092321761019e-07 |
132 | 0.999999979135991 | 4.1728017063218e-08 | 2.0864008531609e-08 |
133 | 0.108352560565823 | 0.216705121131646 | 0.891647439434177 |
134 | 0.0491814862424129 | 0.0983629724848258 | 0.950818513757587 |
135 | 0.999978388960985 | 4.32220780305328e-05 | 2.16110390152664e-05 |
136 | 1.30657545555738e-14 | 2.61315091111477e-14 | 0.999999999999987 |
137 | 5.07184943102701e-44 | 1.0143698862054e-43 | 1 |
138 | 0.685775543396458 | 0.628448913207083 | 0.314224456603542 |
139 | 0.945844444366167 | 0.108311111267665 | 0.0541555556338326 |
140 | 4.25608825297027e-05 | 8.51217650594055e-05 | 0.99995743911747 |
141 | 0.988694005764508 | 0.0226119884709839 | 0.0113059942354919 |
142 | 1.97683698398632e-09 | 3.95367396797263e-09 | 0.999999998023163 |
143 | 1.61740620484304e-32 | 3.23481240968608e-32 | 1 |
144 | 0.340885116741631 | 0.681770233483261 | 0.659114883258369 |
145 | 0.999378052474338 | 0.00124389505132446 | 0.000621947525662228 |
146 | 0.999823078384977 | 0.000353843230046298 | 0.000176921615023149 |
147 | 0.882736713793811 | 0.234526572412378 | 0.117263286206189 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 107 | 0.75886524822695 | NOK |
5% type I error level | 117 | 0.829787234042553 | NOK |
10% type I error level | 121 | 0.858156028368794 | NOK |