Multiple Linear Regression - Estimated Regression Equation
Yt[t] = + 526103.942017137 + 381943.276250047`9/11`[t] + 5463.46107822313t -3715.08271553496`9/11_t`[t] + 0.65830250846507`Yt-1`[t] + 0.266841562077033`Yt-2`[t] -0.00740687286284398`Yt-3`[t] -0.21686607273144`Yt-4`[t] + 134988.954627635M1[t] -158013.501846682M2[t] + 291621.008463846M3[t] + 8276.71590354335M4[t] -309010.132693306M5[t] -192510.530115477M6[t] -664535.837845057M7[t] -295913.329782779M8[t] -171119.104806719M9[t] -208806.873901883M10[t] + 186715.925498493M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)526103.94201713765838.0759017.990900
`9/11`381943.27625004793026.984244.10575.8e-052.9e-05
t5463.46107822313982.7440795.559400
`9/11_t`-3715.08271553496793.174656-4.68385e-063e-06
`Yt-1`0.658302508465070.0685869.598200
`Yt-2`0.2668415620770330.0823453.24050.0013940.000697
`Yt-3`-0.007406872862843980.081794-0.09060.9279350.463968
`Yt-4`-0.216866072731440.067537-3.21110.0015380.000769
M1134988.95462763552947.621522.54950.0115270.005763
M2-158013.50184668255679.697739-2.83790.0050020.002501
M3291621.00846384660951.5861714.78453e-062e-06
M48276.7159035433559493.5464090.13910.8894940.444747
M5-309010.13269330672943.682597-4.23633.4e-051.7e-05
M6-192510.53011547781953.119188-2.3490.0197830.009892
M7-664535.83784505772223.610054-9.201100
M8-295913.32978277989615.08133-3.3020.0011340.000567
M9-171119.10480671972876.937176-2.34810.0198340.009917
M10-208806.87390188364991.089984-3.21290.0015290.000764
M11186715.92549849352506.3977313.55610.0004680.000234


Multiple Linear Regression - Regression Statistics
Multiple R0.992669608595858
R-squared0.985392951829854
Adjusted R-squared0.984097745588166
F-TEST (value)760.800033318056
F-TEST (DF numerator)18
F-TEST (DF denominator)203
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation112494.287273394
Sum Squared Residuals2568957827837.22


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
117421171773951.44151449-31834.4415144914
217372751708798.3176792428476.6823207621
319799002176346.48659993-196446.486599934
420610362001951.6518954259084.3481045805
518679431760695.8895395107247.110460504
617077521776448.776905-68696.7769050034
712987561099689.46044091199066.539559087
812818141145621.28978312136192.710216881
912811511198650.7181684382500.2818315675
1011649761199238.500274-34262.5002740037
1114543291612392.39439893-158063.394398927
1216452881594300.4729971750987.5270028251
1318177431938677.35958975-120934.359589752
1418957851838672.9362597657112.0637402371
1522363112326999.05582406-90688.0558240628
1622959512251422.3128848944528.6871151084
1720873152031748.890994155566.1090058966
1819808912012833.88841971-31942.8884197113
1914654461346249.81728148119196.182718522
2014450261341230.15129262103795.848707376
2114881201366537.49014721121582.509852794
2213383331384130.7562396-45797.7562396049
2317157891809944.91036181-94155.9103618106
2418060901841312.49394392-35222.4939439242
2520833162133695.05984925-50379.0598492531
2620922782082438.645394929839.35460507779
2724308002534885.4943776-104085.494377598
2824248942460609.37777547-35715.3777754694
2922990162175042.50064565123973.499354353
3021306882208112.85171641-77424.8517164111
3116522211523780.58658695128440.413413051
3216081621540186.7963161767975.2036838288
3316470741542310.90206622104763.097933775
3414796911563994.26540393-84303.2654039287
3518849781969264.81460472-84286.8146047187
3620078982019415.74380923-11517.7438092271
3722089542341735.2120034-132781.212003402
3822171642252649.83512981-35485.8351298136
3925342912677999.11438661-143708.114386614
4025603122582928.17784073-22616.1778407295
4124290692329194.1084063899874.89159362
4223150772367573.67040326-52496.6704032567
4317996081721982.6957894177625.3042105938
4417725901721645.3539862350944.6460137655
4517447991725874.947939418924.0520606042
4616590931696685.24029604-37592.2402960444
4720998212145823.08866826-46002.0886682644
4821357362237898.1812362-102162.181236203
4924278942526259.81797753-98365.8179775329
5024688822455955.08891812926.9110820004
5127032172920150.49227537-216933.492275367
5227668412797517.55889685-30676.5588968512
5326552362526445.57664415128790.423355846
5425503732581291.72024712-30918.7202471201
5520520971964626.8790824487470.1209175641
5619980551969743.457825328311.5421746956
5719207481956444.45848783-35696.4584878313
5818766941885340.00071866-8646.00071865742
5923809302345156.1233294335773.8766705682
6024674022496380.52381477-28978.5238147739
6127707712845400.36378985-74629.3637898472
6227813402786463.27166346-5123.27166346098
6331439263219478.13194992-75552.1319499198
6431722353162108.9636169910126.036383012
6529525402899805.7495800152734.2504199888
6629208772879719.3754931241157.6245068777
6723845522254847.65652445129704.343475554
6822489872262908.51971302-13921.5197130218
6922086162208688.54109046-72.541090462795
7021787562124552.6476903754203.3523096343
7126328702612424.1437409320445.8562590731
7227069052751846.64762033-44941.6476203272
7330297453071189.24810737-41444.2481073717
7430154023019044.30586104-3642.30586103815
7533914143451817.08668706-60403.0866870575
7635078053399191.67496336108613.325036637
7731778523194417.59800406-16565.5980040581
7831429613130555.1673385312405.8326614741
7925458152470572.9748530475242.0251469623
8024140072419448.52618166-5441.52618165537
8123725782375407.34826914-2829.34826913678
8223326642292728.0316609739935.9683390249
8328253282786860.81970738467.1802929957
8429014782948171.13085885-46693.1308588474
8532639553279496.69637408-15541.6963740781
8632267383255904.09710595-29166.0971059468
8736107863675819.81270948-65033.8127094816
8837092743621628.5280893787645.4719106291
8934671853398786.7043988868398.2956011246
9034496463392889.1737685956756.8262314141
9128029512766165.4829047136785.5170952862
9224625302690284.79384945-227754.793849446
9324906452476508.1775067614136.822493242
9425615202380547.17480716180972.82519284
9530675542978460.5360629289093.4639370822
9632269513222861.440038244089.55996175854
9735464933596654.051961-50161.0519609971
9834927873542885.58878812-50098.5887881248
9939522633936973.6125241715289.3874758306
10039320723910301.3831251721770.6168748341
10137202843638893.4781362581390.5218637496
10236515553624291.9011361927263.098863809
10329149722956476.53716699-41504.5371669903
10427135142833275.74565917-119761.745659169
10527039972680800.8654203523196.1345796547
10625913732608914.88996412-17541.8899641186
10731637483094452.9938270169295.0061729945
10833551373303703.5600914351433.4399085675
10936137023725779.37974724-112077.379747244
11036867733679709.727897227063.27210278198
11140987164126360.09801046-27644.0980104625
11240635174095739.81767976-32222.8176797622
11335514893761331.74860206-209842.748602064
11432266633514220.02636638-287557.026366381
11526568422604403.2289563352438.7710436732
11625974842524408.4396542773075.5603457259
11725723992573271.04332434-872.043324335444
11825966312579643.2833678916987.7166321143
11931652253110187.2265206755037.7734793323
12033031453319051.17836626-15906.1783662589
12136982473703566.70656297-5319.70656296863
12236686313699745.45224957-31114.4522495667
12341304334112731.3850279417701.6149720632
12441314004094401.4671090636998.5328909397
12538643583817262.6853292547095.3146707484
12637211103762976.48050297-41866.4805029748
12728925323026984.78041772-134452.780417721
12828434512815444.4075500128006.5924499862
12927475022747551.18716633-49.1871663298348
13026687752672554.28143042-3779.28143041862
13130186023172450.09010848-153848.090108476
13230133923208121.58470389-194729.584703892
13333936573456168.74845422-62511.7484542158
13435442333428335.92038057115897.079619426
13540758324004486.8563538471345.1436461571
13640329234111337.1301348-78414.1301348047
13737345093825822.39068809-91313.3906880882
13837612853699581.4703057261703.5296942783
13929700903052334.02510955-82244.0251095463
14028478492920520.02888899-72671.028888992
14127416802819984.91138323-78304.9113832276
14228306392681588.69705093149050.302949074
14332576733281580.28182076-23907.2818207561
14434800853428764.5524873751320.4475126259
14538432713848232.22868325-4961.22868325242
14637969613832957.99540547-35996.9954054685
14743377674256511.4505662181255.5494337929
14842436304267648.36052586-24018.3605258568
14939272023956029.07566419-28827.0756641889
15039152963846889.432869668406.5671303954
15130873963167753.39949311-80357.3994931071
15229637923012697.48697672-48905.486976716
15329557922905663.8217061450128.178293859
15428299252840189.48397206-10264.4839720637
15532811953332926.30813324-51731.3081332368
15635480113438309.15613531109701.843864686
15740596483873776.93239123185871.067608765
15839411754014486.15548997-73311.1554899678
15945285944424562.56254292104031.437457082
16044331514436399.56090856-3248.5609085565
16141457374104699.3355072841037.6644927233
16240771324029615.6364549947516.3635450116
16331985193310797.54536086-112278.545360861
16430786603107295.81208622-28635.8120862199
16530282022983322.9636224544879.0363775455
16628586422903569.45383524-44927.4538352389
16733989543367183.6978589431770.3021410608
16838088833519026.32701356289856.672986437
16941759614081997.1847459493963.8152540639
17042275424174547.358539452994.641460601
17147446164637626.1823504106989.817649598
17246080124618566.74162288-10554.7416228774
17342950494271089.5312365223959.4687634759
17442011444131845.4891980769298.5108019264
17533532763405115.12775047-51839.1277504742
17632868513224217.4761925162633.5238074855
17731698893149352.5129677820536.4870322245
17830517203045336.652519566383.34748043945
17936954263517972.36326074177453.636739263
18039055013740497.34163484165003.658365162
18142964584213535.4410074682922.5589925374
18242462474256565.0762967-10318.0762966972
18349218494638063.523272283785.476728003
18448214464739365.8097020682080.1902979441
18544250644453597.08302929-28533.0830292947
18643790994289999.0699602389099.9300397751
18734728893537920.59351906-65031.5935190598
18833591603324175.746726634984.2532734013
18932009443220338.03666287-19394.0366628688
19031531703066577.4635277686592.5364722372
19137414983587548.87267961153949.127320386
19239187193802966.88233992115752.11766008
19344034494248025.14522401155423.854775985
19444004074329162.8595745371244.1404254656
19548474734778988.2661490368484.7338509696
19647161364748861.73341068-32725.7334106785
19742974404361060.61668591-63620.6166859092
19842722534165982.14587357106270.854126427
19932718343471418.40534-199584.405339999
20031683883208073.78355932-39685.7835593247
20129117483090551.77101101-178803.771011011
20227209992870934.1143919-149935.114391899
20331999183291875.67946239-91957.679462394
20436726233395616.77786484277006.222135163
20538920134028401.85468502-136388.854685023
20638508454045529.79887002-194684.798870019
20745324674420991.51165573111475.488344275
20844847394472985.0657076111753.934292392
20940149724260638.89102096-245666.891020965
21039837584060781.51838025-77023.5183802484
21131584593297135.80342253-138676.803422535
21231005693129711.1837586-29142.1837586005
21329354043100028.30306006-164624.303060063
21428557192952795.06284939-97076.0628493861
21534656113432944.6554541732666.3445458273
21630069853641985.00504385-635000.005043853
21740951103675961.12733192419148.872668076
21841047933991405.56849625113387.431503752
21947307884610651.87673727120136.123262726
22046427264835134.68411049-192408.68411049
22142469194392617.14588746-145698.145887462
22243081174220069.2046602888047.7953397174


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
220.07901454480819850.1580290896163970.920985455191802
230.06284469158177820.1256893831635560.937155308418222
240.04890776188589390.09781552377178780.951092238114106
250.02606674082738820.05213348165477650.973933259172612
260.01233721275798120.02467442551596240.987662787242019
270.005588552351158010.0111771047023160.994411447648842
280.003019321861275810.006038643722551610.996980678138724
290.001322037439280080.002644074878560160.99867796256072
300.0004869680049232020.0009739360098464040.999513031995077
310.000208302124701390.000416604249402780.999791697875299
329.63711434056266e-050.0001927422868112530.999903628856594
333.7366896506408e-057.4733793012816e-050.999962633103494
342.02718349839862e-054.05436699679723e-050.999979728165016
357.77839482982559e-061.55567896596512e-050.99999222160517
362.50893894722371e-065.01787789444741e-060.999997491061053
371.49411687464963e-062.98823374929926e-060.999998505883125
387.61050292803869e-071.52210058560774e-060.999999238949707
393.69727317396866e-077.39454634793733e-070.999999630272683
401.82210291379961e-073.64420582759922e-070.999999817789709
416.26952568592475e-081.25390513718495e-070.999999937304743
422.46447709964339e-084.92895419928678e-080.999999975355229
431.10152186153351e-082.20304372306702e-080.999999988984781
443.88031097510647e-097.76062195021294e-090.999999996119689
453.91232437677306e-097.82464875354612e-090.999999996087676
461.21503682554148e-092.43007365108297e-090.999999998784963
471.64590487122201e-093.29180974244401e-090.999999998354095
481.06065473055349e-092.12130946110699e-090.999999998939345
495.02554549673801e-101.0051090993476e-090.999999999497445
502.55724391866668e-105.11448783733335e-100.999999999744276
512.1674730880603e-104.3349461761206e-100.999999999783253
527.27086321335358e-111.45417264267072e-100.999999999927291
534.41002396520713e-118.82004793041426e-110.9999999999559
544.35731924082006e-118.71463848164012e-110.999999999956427
552.2972225489348e-114.59444509786959e-110.999999999977028
567.8519023334177e-121.57038046668354e-110.999999999992148
571.05356050585691e-112.10712101171383e-110.999999999989464
584.57567497474127e-129.15134994948254e-120.999999999995424
595.91725637239998e-111.18345127448e-100.999999999940827
605.1707257524557e-111.03414515049114e-100.999999999948293
613.69600113275312e-107.39200226550623e-100.9999999996304
622.05131306455766e-104.10262612911533e-100.999999999794869
633.30701406440958e-106.61402812881917e-100.999999999669299
641.34360872875213e-102.68721745750427e-100.999999999865639
658.82423212761994e-111.76484642552399e-100.999999999911758
668.47318886573019e-111.69463777314604e-100.999999999915268
675.73768844296264e-111.14753768859253e-100.999999999942623
681.02517904141547e-102.05035808283094e-100.999999999897482
698.27127192557897e-111.65425438511579e-100.999999999917287
704.78900064584496e-119.57800129168992e-110.99999999995211
713.32135188510748e-116.64270377021497e-110.999999999966786
721.44788619165689e-112.89577238331377e-110.999999999985521
732.13683413829572e-114.27366827659144e-110.999999999978632
749.153962464025e-121.830792492805e-110.999999999990846
751.19463348130136e-112.38926696260272e-110.999999999988054
761.9935839480757e-113.9871678961514e-110.999999999980064
775.03094348606318e-111.00618869721264e-100.999999999949691
782.60033277101817e-115.20066554203635e-110.999999999973997
794.23400957821046e-118.46801915642092e-110.99999999995766
806.7560080911458e-111.35120161822916e-100.99999999993244
815.68116626270506e-111.13623325254101e-100.999999999943188
822.8239966401235e-115.64799328024699e-110.99999999997176
832.59376947065166e-115.18753894130332e-110.999999999974062
841.24792497291292e-112.49584994582584e-110.999999999987521
851.93035683565611e-113.86071367131222e-110.999999999980696
861.02116778320232e-112.04233556640464e-110.999999999989788
871.69351950490292e-113.38703900980584e-110.999999999983065
881.36082138532419e-112.72164277064838e-110.999999999986392
896.50643279067774e-121.30128655813555e-110.999999999993494
906.39811300914014e-121.27962260182803e-110.999999999993602
911.04366458391109e-112.08732916782219e-110.999999999989563
921.03169833653915e-082.0633966730783e-080.999999989683017
935.75701246329027e-091.15140249265805e-080.999999994242988
941.05483888031339e-082.10967776062679e-080.999999989451611
958.46610205008335e-091.69322041001667e-080.999999991533898
966.32448752831635e-091.26489750566327e-080.999999993675513
975.38688674761606e-091.07737734952321e-080.999999994613113
983.63530049326106e-097.27060098652213e-090.999999996364699
991.67617837558634e-083.35235675117267e-080.999999983238216
1001.06793440058562e-082.13586880117124e-080.999999989320656
1016.03344268755853e-091.20668853751171e-080.999999993966557
1023.69947866068708e-097.39895732137416e-090.999999996300521
1031.18542661939892e-082.37085323879784e-080.999999988145734
1041.81475628958957e-083.62951257917915e-080.999999981852437
1051.07861877546881e-082.15723755093761e-080.999999989213812
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1544.25635032642654e-078.51270065285309e-070.999999574364967
1553.4888919058783e-076.97778381175659e-070.999999651110809
1562.62052247187185e-075.24104494374371e-070.999999737947753
1574.13290259687499e-078.26580519374997e-070.99999958670974
1584.93927137800894e-079.87854275601788e-070.999999506072862
1599.37798373292445e-071.87559674658489e-060.999999062201627
1607.08342723958782e-071.41668544791756e-060.999999291657276
1614.10983615798587e-078.21967231597174e-070.999999589016384
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1675.54773453174862e-081.10954690634972e-070.999999944522655
1683.15472885835969e-076.30945771671938e-070.999999684527114
1691.89854972926035e-073.79709945852071e-070.999999810145027
1701.02585933736777e-072.05171867473554e-070.999999897414066
1711.00320827739065e-072.0064165547813e-070.999999899679172
1728.32606871385457e-081.66521374277091e-070.999999916739313
1734.22536223261821e-088.45072446523643e-080.999999957746378
1743.37287017771373e-086.74574035542747e-080.999999966271298
1752.03227114612571e-084.06454229225141e-080.999999979677288
1761.04052790674635e-082.08105581349271e-080.999999989594721
1776.16600264958793e-091.23320052991759e-080.999999993833997
1783.06286934160436e-096.12573868320871e-090.999999996937131
1792.3776191380427e-094.7552382760854e-090.999999997622381
1804.88661388522491e-099.77322777044982e-090.999999995113386
1812.42521036461423e-094.85042072922845e-090.99999999757479
1821.48957736647067e-092.97915473294134e-090.999999998510423
1833.95326362566999e-097.90652725133998e-090.999999996046736
1841.75310437019447e-093.50620874038894e-090.999999998246896
1851.0094717282052e-092.01894345641041e-090.999999998990528
1864.52003675428922e-109.04007350857844e-100.999999999547996
1872.80183670267559e-105.60367340535119e-100.999999999719816
1881.10004895912514e-102.20009791825027e-100.999999999889995
1897.73248125110819e-111.54649625022164e-100.999999999922675
1907.33820073233736e-111.46764014646747e-100.999999999926618
1911.06474955716421e-102.12949911432842e-100.999999999893525
1925.08112691673213e-091.01622538334643e-080.999999994918873
1931.05191026896104e-082.10382053792208e-080.999999989480897
1944.2729676938315e-088.54593538766301e-080.999999957270323
1951.83673163843154e-083.67346327686308e-080.999999981632684
1967.65243252906731e-091.53048650581346e-080.999999992347567
1974.4830214666955e-098.966042933391e-090.999999995516978
1982.44618365063102e-094.89236730126205e-090.999999997553816
1994.7468259878144e-099.4936519756288e-090.999999995253174
2002.62468233987028e-095.24936467974056e-090.999999997375318


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1730.966480446927374NOK
5% type I error level1750.977653631284916NOK
10% type I error level1770.988826815642458NOK