Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = + 1.68931540618223e-11 + 1X1[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 | 1 | 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 | 0.0468016566053927 | 0.0936033132107854 | 0.953198343394607 |
8 | 0.999673718920237 | 0.000652562159525697 | 0.000326281079762848 |
9 | 0.090463659143221 | 0.180927318286442 | 0.90953634085678 |
10 | 5.3063632025475e-05 | 0.00010612726405095 | 0.999946936367974 |
11 | 0.0362846373080312 | 0.0725692746160623 | 0.963715362691969 |
12 | 0.516267451008255 | 0.96746509798349 | 0.483732548991745 |
13 | 0.71129115884962 | 0.57741768230076 | 0.28870884115038 |
14 | 0.999999999911734 | 1.76531241885923e-10 | 8.82656209429615e-11 |
15 | 4.56554020186645e-08 | 9.1310804037329e-08 | 0.999999954344598 |
16 | 0.000287122068707079 | 0.000574244137414159 | 0.999712877931293 |
17 | 0.146638808163993 | 0.293277616327985 | 0.853361191836007 |
18 | 2.14537754387935e-05 | 4.2907550877587e-05 | 0.99997854622456 |
19 | 3.76947831670229e-06 | 7.53895663340458e-06 | 0.999996230521683 |
20 | 2.4985119489837e-07 | 4.99702389796739e-07 | 0.999999750148805 |
21 | 5.17875232438388e-07 | 1.03575046487678e-06 | 0.999999482124768 |
22 | 6.50226812795327e-07 | 1.30045362559065e-06 | 0.999999349773187 |
23 | 1.071026405003e-05 | 2.142052810006e-05 | 0.99998928973595 |
24 | 0.860883806406756 | 0.278232387186488 | 0.139116193593244 |
25 | 0.582392182986837 | 0.835215634026327 | 0.417607817013163 |
26 | 2.42442079776985e-08 | 4.8488415955397e-08 | 0.999999975755792 |
27 | 1.8957390343824e-09 | 3.7914780687648e-09 | 0.99999999810426 |
28 | 1.36508380170357e-11 | 2.73016760340715e-11 | 0.99999999998635 |
29 | 4.56280446471389e-05 | 9.12560892942778e-05 | 0.999954371955353 |
30 | 0.931943803331544 | 0.136112393336912 | 0.0680561966684558 |
31 | 0.999999999999111 | 1.77697341911332e-12 | 8.88486709556659e-13 |
32 | 0.154692626354544 | 0.309385252709088 | 0.845307373645456 |
33 | 2.07505942441053e-08 | 4.15011884882105e-08 | 0.999999979249406 |
34 | 0.494651911575977 | 0.989303823151953 | 0.505348088424023 |
35 | 0.999999404795505 | 1.19040898943597e-06 | 5.95204494717983e-07 |
36 | 0.0470759458915527 | 0.0941518917831055 | 0.952924054108447 |
37 | 0.741452798365071 | 0.517094403269858 | 0.258547201634929 |
38 | 0.00201106089355192 | 0.00402212178710383 | 0.997988939106448 |
39 | 1.6645687553839e-16 | 3.3291375107678e-16 | 1 |
40 | 7.46124821568453e-45 | 1.49224964313691e-44 | 1 |
41 | 2.6889235096411e-14 | 5.37784701928221e-14 | 0.999999999999973 |
42 | 4.92400295786133e-22 | 9.84800591572266e-22 | 1 |
43 | 0.705422310014785 | 0.589155379970431 | 0.294577689985215 |
44 | 0.00116133301470254 | 0.00232266602940509 | 0.998838666985297 |
45 | 0.882101947476157 | 0.235796105047685 | 0.117898052523843 |
46 | 9.68213862859781e-09 | 1.93642772571956e-08 | 0.999999990317861 |
47 | 4.14618493962124e-23 | 8.29236987924249e-23 | 1 |
48 | 1.76117409302243e-20 | 3.52234818604486e-20 | 1 |
49 | 2.05980798459167e-23 | 4.11961596918335e-23 | 1 |
50 | 0.97173315832814 | 0.0565336833437192 | 0.0282668416718596 |
51 | 0.999999999999971 | 5.70347053902113e-14 | 2.85173526951056e-14 |
52 | 3.22013103125475e-13 | 6.4402620625095e-13 | 0.999999999999678 |
53 | 0.938555627039197 | 0.122888745921605 | 0.0614443729608025 |
54 | 1 | 4.99029216294788e-32 | 2.49514608147394e-32 |
55 | 0.999905490513132 | 0.000189018973735145 | 9.45094868675723e-05 |
56 | 0.999992505919256 | 1.49881614886163e-05 | 7.49408074430816e-06 |
57 | 0.0973305860141706 | 0.194661172028341 | 0.90266941398583 |
58 | 6.12950374128892e-37 | 1.22590074825778e-36 | 1 |
59 | 3.09932756397665e-12 | 6.1986551279533e-12 | 0.9999999999969 |
60 | 0.149126225294417 | 0.298252450588835 | 0.850873774705583 |
61 | 0.96673174988852 | 0.066536500222959 | 0.0332682501114795 |
62 | 9.41662621049266e-06 | 1.88332524209853e-05 | 0.99999058337379 |
63 | 1.82927800181802e-22 | 3.65855600363604e-22 | 1 |
64 | 9.84824198949818e-07 | 1.96964839789964e-06 | 0.999999015175801 |
65 | 6.52697603033442e-08 | 1.30539520606688e-07 | 0.99999993473024 |
66 | 1 | 1.55859344662549e-15 | 7.79296723312743e-16 |
67 | 0.99999999997934 | 4.13220882726046e-11 | 2.06610441363023e-11 |
68 | 1 | 1.83364519256983e-48 | 9.16822596284916e-49 |
69 | 4.30828295436072e-08 | 8.61656590872144e-08 | 0.99999995691717 |
70 | 5.13059693798563e-33 | 1.02611938759713e-32 | 1 |
71 | 0.767649946869888 | 0.464700106260224 | 0.232350053130112 |
72 | 0.99992300725048 | 0.000153985499038987 | 7.69927495194933e-05 |
73 | 0.051004077196092 | 0.102008154392184 | 0.948995922803908 |
74 | 2.18998512441464e-27 | 4.37997024882929e-27 | 1 |
75 | 0.000103606339407979 | 0.000207212678815957 | 0.999896393660592 |
76 | 0.933943235819546 | 0.132113528360908 | 0.066056764180454 |
77 | 0.00758772001412615 | 0.0151754400282523 | 0.992412279985874 |
78 | 3.31886071151345e-07 | 6.6377214230269e-07 | 0.999999668113929 |
79 | 4.20236425429877e-07 | 8.40472850859755e-07 | 0.999999579763575 |
80 | 0.993822350882516 | 0.0123552982349682 | 0.00617764911748411 |
81 | 0.999998450801747 | 3.09839650528899e-06 | 1.5491982526445e-06 |
82 | 0.249173827030802 | 0.498347654061603 | 0.750826172969198 |
83 | 1 | 6.69033529120902e-17 | 3.34516764560451e-17 |
84 | 0.807471334308368 | 0.385057331383263 | 0.192528665691632 |
85 | 1 | 2.26858044225786e-28 | 1.13429022112893e-28 |
86 | 0.999978536709473 | 4.29265810540412e-05 | 2.14632905270206e-05 |
87 | 2.1894823598992e-26 | 4.3789647197984e-26 | 1 |
88 | 0.99999999992457 | 1.50861065616697e-10 | 7.54305328083486e-11 |
89 | 4.54862718112086e-05 | 9.09725436224172e-05 | 0.999954513728189 |
90 | 1.15745071978218e-24 | 2.31490143956436e-24 | 1 |
91 | 6.65588181853657e-13 | 1.33117636370731e-12 | 0.999999999999334 |
92 | 0.000275746066789061 | 0.000551492133578122 | 0.99972425393321 |
93 | 1.41893489847272e-43 | 2.83786979694544e-43 | 1 |
94 | 1.90442605021172e-16 | 3.80885210042344e-16 | 1 |
95 | 0.000647250756296086 | 0.00129450151259217 | 0.999352749243704 |
96 | 0.999999999999514 | 9.72962598795489e-13 | 4.86481299397744e-13 |
97 | 1 | 8.69156240203356e-33 | 4.34578120101678e-33 |
98 | 0.999999999999972 | 5.50230397206189e-14 | 2.75115198603095e-14 |
99 | 1 | 4.59723685173055e-18 | 2.29861842586528e-18 |
100 | 3.37590415449691e-09 | 6.75180830899382e-09 | 0.999999996624096 |
101 | 0.999999999755586 | 4.88827875791764e-10 | 2.44413937895882e-10 |
102 | 1.44395682038074e-14 | 2.88791364076148e-14 | 0.999999999999986 |
103 | 8.39962511080598e-06 | 1.6799250221612e-05 | 0.99999160037489 |
104 | 4.01865011284997e-68 | 8.03730022569994e-68 | 1 |
105 | 1 | 4.2688772584954e-27 | 2.1344386292477e-27 |
106 | 0.99999997683397 | 4.6332062519976e-08 | 2.3166031259988e-08 |
107 | 0.877531539698494 | 0.244936920603013 | 0.122468460301506 |
108 | 6.32232578132389e-55 | 1.26446515626478e-54 | 1 |
109 | 3.73324356229821e-15 | 7.46648712459643e-15 | 0.999999999999996 |
110 | 0.999999979193558 | 4.16128834791803e-08 | 2.08064417395902e-08 |
111 | 0.999999995200466 | 9.59906720766217e-09 | 4.79953360383108e-09 |
112 | 2.38183785228794e-22 | 4.76367570457588e-22 | 1 |
113 | 1.16735559188331e-43 | 2.33471118376661e-43 | 1 |
114 | 2.40945180787152e-15 | 4.81890361574303e-15 | 0.999999999999998 |
115 | 0.999999871607661 | 2.56784677107613e-07 | 1.28392338553806e-07 |
116 | 0.420406895163787 | 0.840813790327574 | 0.579593104836213 |
117 | 0.987876407948534 | 0.0242471841029313 | 0.0121235920514657 |
118 | 1.10960048115553e-19 | 2.21920096231105e-19 | 1 |
119 | 0.99842151439293 | 0.00315697121413881 | 0.0015784856070694 |
120 | 2.76299083340945e-61 | 5.5259816668189e-61 | 1 |
121 | 0.990723090899766 | 0.0185538182004688 | 0.00927690910023442 |
122 | 2.61111432891312e-67 | 5.22222865782625e-67 | 1 |
123 | 0.999999418033996 | 1.16393200908327e-06 | 5.81966004541636e-07 |
124 | 1.68205140163255e-15 | 3.3641028032651e-15 | 0.999999999999998 |
125 | 5.51285873367797e-20 | 1.10257174673559e-19 | 1 |
126 | 0.998898810725513 | 0.00220237854897318 | 0.00110118927448659 |
127 | 0.588902687267196 | 0.822194625465609 | 0.411097312732804 |
128 | 8.91679357787143e-07 | 1.78335871557429e-06 | 0.999999108320642 |
129 | 1 | 1.55161150401347e-24 | 7.75805752006733e-25 |
130 | 0.278367242564216 | 0.556734485128431 | 0.721632757435784 |
131 | 0.999999932162472 | 1.35675055681949e-07 | 6.78375278409745e-08 |
132 | 0.99999998568704 | 2.86259198795553e-08 | 1.43129599397776e-08 |
133 | 0.108352560565823 | 0.216705121131646 | 0.891647439434177 |
134 | 0.0491814862424129 | 0.0983629724848258 | 0.950818513757587 |
135 | 0.0127080333165584 | 0.0254160666331168 | 0.987291966683442 |
136 | 1.42529073382582e-20 | 2.85058146765163e-20 | 1 |
137 | 9.70639208683047e-43 | 1.94127841736609e-42 | 1 |
138 | 0.685775543396458 | 0.628448913207083 | 0.314224456603542 |
139 | 0.00120706369891403 | 0.00241412739782805 | 0.998792936301086 |
140 | 4.25608825297027e-05 | 8.51217650594055e-05 | 0.99995743911747 |
141 | 0.999275869055853 | 0.00144826188829452 | 0.00072413094414726 |
142 | 0.0497208087413648 | 0.0994416174827296 | 0.950279191258635 |
143 | 2.76708534097058e-21 | 5.53417068194116e-21 | 1 |
144 | 0.376707748449474 | 0.753415496898948 | 0.623292251550526 |
145 | 0.998361054350142 | 0.00327789129971536 | 0.00163894564985768 |
146 | 0.595502222021672 | 0.808995555956656 | 0.404497777978328 |
147 | 0.999297820148069 | 0.00140435970386255 | 0.000702179851931273 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 101 | 0.716312056737589 | NOK |
5% type I error level | 106 | 0.75177304964539 | NOK |
10% type I error level | 113 | 0.801418439716312 | NOK |