Multiple Linear Regression - Estimated Regression Equation
Yt[t] = + 851085.154504586 + 1269792.92126766`9/11`[t] + 17930.0832890866t -12135.7876863077`9/11_t`[t] -52753.3498852873M1[t] -140451.270586123M2[t] + 315252.650818305M3[t] + 445525.203801679M4[t] + 798067.49362716M5[t] + 787609.836084219M6[t] + 1224701.17854128M7[t] + 1195501.57362992M8[t] + 904434.402299098M9[t] + 815865.154634384M10[t] + 111160.300557044M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)851085.15450458653524.17742415.900900
`9/11`1269792.92126766101008.29210612.571200
t17930.0832890866503.47951435.612300
`9/11_t`-12135.7876863077741.901567-16.357700
M1-52753.349885287359686.709668-0.88380.377790.188895
M2-140451.27058612359683.39819-2.35330.0195290.009764
M3315252.65081830559682.3855215.282200
M4445525.20380167959683.6717787.464800
M5798067.4936271659687.25681213.370800
M6787609.83608421959693.14020813.194300
M71224701.1785412859701.32128720.513800
M81195501.5736299259711.79910520.021200
M9904434.40229909859681.67625915.154300
M10815865.15463438459683.80693313.669800
M11111160.30055704460470.3561661.83830.067430.033715


Multiple Linear Regression - Regression Statistics
Multiple R0.981432822579366
R-squared0.963210385236102
Adjusted R-squared0.960769368142762
F-TEST (value)394.593871490864
F-TEST (DF numerator)14
F-TEST (DF denominator)211
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation181407.645579339
Sum Squared Residuals6943742847548.88


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11149822816261.887908382333560.112091618
21086979746494.050496636340484.949503364
312766741220128.0551901556545.9448098501
415225221368330.69146261154191.308537388
517421171738803.064577183313.93542282123
617372751746275.49032332-9000.49032332419
719799002201296.91606947-221396.91606947
820610362190027.39444719-128991.394447195
918679431916890.30640546-48947.3064054634
1017077521846251.14202984-138499.142029836
1112987561159476.37124158139279.628758418
1212818141066246.15397362215567.846026376
1312811511031422.88737742249728.112622576
141164976961655.049965676203320.950034324
1514543291435289.0546591919039.9453408104
1616452881583491.6909316561796.3090683488
1718177431953964.06404622-136221.064046218
1818957851961436.48979236-65651.4897923638
1922363112416457.91553851-180146.91553851
2022959512405188.39391623-109237.393916234
2120873152132051.3058745-44736.3058745034
2219808912061412.14149888-80521.1414988758
2314654461374637.3707106290808.629289378
2414450261281407.15344266163618.846557335
2514881201246583.88684646241536.113153536
2613383331176816.04943471161516.950565285
2717157891650450.0541282365338.9458717709
2818060901798652.690400697437.30959930941
2920833162169125.06351526-85809.0635152575
3020922782176597.4892614-84319.4892614034
3124308002631618.91500755-200818.915007549
3224248942620349.39338527-195455.393385274
3322990162347212.30534354-48196.3053435427
3421306882276573.14096792-145885.140967915
3516522211589798.3701796662422.6298203385
3616081621496568.1529117111593.847088295
3716470741461744.8863155185329.113684496
3814796911391977.0489037587713.9510962455
3918849781865611.0535972719366.9464027311
4020078982013813.68986973-5915.68986973037
4122089542384286.0629843-175332.062984297
4222171642391758.48873044-174594.488730443
4325342912846779.91447659-312488.914476589
4425603122835510.39285431-275198.392854313
4524290692562373.30481258-133304.304812582
4623150772491734.14043695-176657.140436955
4717996081804959.3696487-5351.36964870144
4817725901711729.1523807460860.8476192561
4917447991676905.8857845467893.1142154568
5016590931607138.0483727951954.951627206
5120998212080772.0530663119048.9469336916
5221357362228974.68933877-93238.68933877
5324278942599447.06245334-171553.062453337
5424688822606919.48819948-138037.488199482
5527032173061940.91394563-358723.913945628
5627668413050671.39232335-283830.392323353
5726552362777534.30428162-122298.304281622
5825503732706895.13990599-156522.139905994
5920520972020120.3691177431976.6308822593
6019980551926890.1518497871164.8481502165
6119207481892066.8852535828681.114746417
6218766941822299.0478418354394.9521581662
6323809302295933.0525353584996.9474646521
6424674022444135.6888078123266.3111921906
6527707712814608.06192238-43837.0619223764
6627813402822080.48766852-40740.487668522
6731439263277101.91341467-133175.913414668
6831722353265832.39179239-93597.3917923923
6929525402992695.30375066-40155.3037506613
7029208772922056.13937503-1179.13937503366
7123845522235281.36858678149270.63141322
7222489872142051.15131882106935.848681177
7322086162107227.88472262101388.115277378
7421787562037460.04731087141295.952689127
7526328702511094.05200439121775.947995613
7627069052659296.6882768547608.3117231511
7730297453029769.06139142-24.0613914157198
7830154023037241.48713756-21839.4871375616
7933914143492262.91288371-100848.912883707
8035078053480993.3912614326811.6087385678
8131778523207856.3032197-30004.3032197009
8231429613137217.138844075743.86115592637
8325458152450442.3680558295372.6319441801
8424140072357212.1507878656794.8492121373
8523725782322388.8841916650189.115808338
8623326642252621.0467799180042.9532200872
8728253282726255.0514734399072.9485265729
8829014782874457.6877458927020.3122541115
8932639553244930.0608604619024.9391395446
9032267383252402.4866066-25664.4866066011
9136107863707423.91235275-96637.912352747
9237092743696154.3907304713119.6092695285
9334671853423017.3026887444167.6973112596
9434496463352378.1383131197267.861686887
9528029512665603.36752486137347.632475141
9624625302572373.1502569-109843.150256902
9724906452537549.8836607-46904.8836607014
9825615202467782.0462489593737.9537510479
9930675542941416.05094247126137.949057534
10032269513089618.68721493137332.312785072
10135464933460091.0603294986401.9396705052
10234927873467563.4860756425223.5139243595
10339522633922584.9118217929678.0881782139
10439320723911315.3901995120756.6098004888
10537202843638178.3021577882105.6978422202
10636515553567539.1377821584015.8622178474
10729149722880764.366993934207.633006101
10827135142787534.14972594-74020.149725942
10927039972752710.88312974-48713.883129741
11025913732682943.04571799-91570.0457179918
11131637483156577.050411517170.949588494
11233551373304779.6866839750357.3133160325
11336137023675252.05979853-61550.0597985342
11436867733682724.485544684048.51445531989
11540987164137745.91129083-39029.911290826
11640635174126476.38966855-62959.3896685507
11735514893703245.06359648-151756.063596479
11832266633620470.11153454-393807.111534544
11926568422921559.55305998-264717.553059982
12025974842816193.54810572-218709.548105717
12125723992769234.49382321-196835.493823209
12225966312687330.86872515-90699.8687251518
12331652253148829.0857323616395.9142676417
12433031453284895.9343185118249.065681488
12536982473643232.5197467755014.4802532287
12636686313638569.1578066130061.8421933908
12741304334081454.7958664548978.2041335527
12841314004058049.4865578673350.5134421358
12938643583772776.6108298391581.3891701744
13037211103690001.6587678931108.3412321097
13128925322991091.10029333-98559.100293329
13228434512885725.09533906-42274.095339064
13327475022838766.04105656-91264.0410565557
13426687752756862.4159585-88087.4159584988
13530186023218360.63296571-199758.632965705
13630133923354427.48155186-341035.481551859
13733936573712764.06698012-319107.066980118
13835442333708100.70503996-163867.705039956
13940758324150986.34309979-75154.3430997942
14040329234127581.03379121-94658.0337912113
14137345093842308.15806317-107799.158063173
14237612853759533.206001241751.79399876255
14329700903060622.64752668-90532.6475266762
14428478492955256.64257241-107407.642572411
14527416802908297.5882899-166617.588289903
14628306392826393.963191854245.03680815413
14732576733287892.18019905-30219.1801990524
14834800853423959.0287852156125.9712147938
14938432713782295.6142134760975.3857865347
15037969613777632.252273319328.7477266966
15143377674220517.89033314117249.109666858
15242436304197112.5810245646517.4189754418
15339272023911839.7052965215362.2947034804
15439152963829064.7532345886231.2467654153
15530873963130154.19476002-42758.194760023
15629637923024788.18980576-60996.1898057585
15729557922977829.13552325-22037.1355232499
15828299252895925.51042519-66000.510425193
15932811953357423.7274324-76228.7274323994
16035480113493490.5760185554520.4239814466
16140596483851827.16144681207820.838553188
16239411753847163.7995066594011.2004933495
16345285944290049.43756649238544.562433511
16444331514266644.12825791166506.871742095
16541457373981371.25252987164365.747470133
16640771323898596.30046793178535.699532069
16731985193199685.74199337-1166.74199337011
16830786603094319.73703911-15659.7370391057
16930282023047360.6827566-19158.682756597
17028586422965457.05765854-106815.05765854
17133989543426955.27466575-28001.2746657466
17238088833563022.1232519245860.8767481
17341759613921358.70868016254602.291319841
17442275423916695.34674310846.653260002
17547446164359580.98479984385035.015200165
17646080124336175.67549125271836.324508747
17742950494050902.79976321244146.200236786
17842011443968127.84770128233016.152298722
17933532763269217.2892267284058.7107732825
18032868513163851.28427245122999.715727547
18131698893116892.2299899452996.7700100559
18230517203034988.6048918916731.3951081129
18336954263496486.82189909198939.178100906
18439055013632553.67048525272947.329514753
18542964583990890.25591351305567.744086493
18642462473986226.89397334260020.106026656
18749218494429112.53203318492736.467966818
18848214464405707.2227246415738.7772754
18944250644120434.34699656304629.653003439
19043790994037659.39493463341439.605065374
19134728893338748.83646006134140.163539935
19233591603233382.8315058125777.1684942
19332009443186423.7772232914520.2227767088
19431531703104520.1521252348649.8478747657
19537414983566018.36913244175479.630867559
19639187193702085.21771859216633.782281405
19744034494060421.80314685343027.196853146
19844004074055758.44120669344648.558793308
19948474734498644.07926653348828.92073347
20047161364475238.76995795240897.230042053
20142974404189965.89422991107474.105770092
20242722534107190.94216797165062.057832027
20332718343408280.38369341-136446.383693412
20431683883302914.37873915-134526.378739147
20529117483255955.32445664-344207.324456638
20627209993174051.69935858-453052.699358582
20731999183635549.91636579-435631.916365788
20836726233771616.76495194-98993.7649519418
20938920134129953.3503802-237940.350380201
21038508454125289.98844004-274444.988440039
21145324674568175.62649988-35708.6264998768
21244847394544770.31719129-60031.3171912939
21340149724259497.44146326-244525.441463255
21439837584176722.48940132-192964.48940132
21531584593477811.93092676-319352.930926759
21631005693372445.92597249-271876.925972494
21729354043325486.87168999-390082.871689986
21828557193243583.24659193-387864.246591929
21934656113705081.46359914-239470.463599135
22030069853841148.31218529-834163.312185289
22140951104199484.89761355-104374.897613548
22241047934194821.53567339-90028.535673386
22347307884637707.1737332293080.8262667758
22446427264614301.8644246428424.135575359
22542469194329028.9886966-82109.9886966023
22643081174246254.0366346761862.9633653332


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
180.01223544324080820.02447088648161630.987764556759192
190.01460182756269550.0292036551253910.985398172437305
200.007021213280607280.01404242656121460.992978786719393
210.002573222104767910.005146444209535820.997426777895232
220.001675606934023620.003351213868047250.998324393065976
230.0004789497470366760.0009578994940733530.999521050252963
240.0001330752638991560.0002661505277983130.999866924736101
253.78976755697906e-057.57953511395813e-050.99996210232443
261.30367673116643e-052.60735346233286e-050.999986963232688
271.00845442344893e-052.01690884689786e-050.999989915455766
283.29626021688016e-066.59252043376033e-060.999996703739783
291.04569341416317e-062.09138682832635e-060.999998954306586
302.64087323432898e-075.28174646865796e-070.999999735912677
311.01618992792262e-072.03237985584523e-070.999999898381007
322.76997288697145e-085.5399457739429e-080.999999972300271
339.70075522821888e-091.94015104564378e-080.999999990299245
342.3759559309703e-094.7519118619406e-090.999999997624044
355.58575303035868e-101.11715060607174e-090.999999999441425
361.53669526402518e-103.07339052805036e-100.99999999984633
374.40128233857035e-118.8025646771407e-110.999999999955987
383.2281181058295e-116.45623621165901e-110.999999999967719
391.17060788176715e-112.3412157635343e-110.999999999988294
402.6940407488255e-125.388081497651e-120.999999999997306
417.14080940462446e-131.42816188092489e-120.999999999999286
422.42305714623017e-134.84611429246035e-130.999999999999758
437.97222745200255e-141.59444549040051e-130.99999999999992
443.35724194015618e-146.71448388031237e-140.999999999999966
457.46287852060873e-151.49257570412175e-140.999999999999993
462.07155693867377e-154.14311387734753e-150.999999999999998
474.77671373285179e-169.55342746570358e-161
481.12240157060158e-162.24480314120317e-161
491.07140039870856e-162.14280079741711e-161
503.17136418486796e-176.34272836973592e-171
514.70535483396158e-179.41070966792316e-171
521.42936159091949e-172.85872318183898e-171
534.5701386730818e-189.1402773461636e-181
541.95605589310613e-183.91211178621226e-181
558.92617700819331e-191.78523540163866e-181
563.05258966150071e-196.10517932300141e-191
571.39944514369893e-192.79889028739786e-191
581.72464097794071e-193.44928195588142e-191
598.40808303232524e-201.68161660646505e-191
602.37348581048291e-204.74697162096582e-201
611.60824509322558e-203.21649018645116e-201
623.78243175135627e-217.56486350271253e-211
632.12533631081677e-194.25067262163353e-191
643.80346951377114e-197.60693902754228e-191
658.56304048513581e-181.71260809702716e-171
664.23808072281084e-178.47616144562167e-171
672.00442969784718e-154.00885939569435e-150.999999999999998
681.78616379756746e-143.57232759513492e-140.999999999999982
691.89658411852493e-143.79316823704986e-140.999999999999981
701.78188084897482e-133.56376169794963e-130.999999999999822
712.94484472716509e-135.88968945433017e-130.999999999999706
721.26748504590012e-132.53497009180024e-130.999999999999873
735.32304531314415e-141.06460906262883e-130.999999999999947
742.85210546918986e-145.70421093837972e-140.999999999999971
754.27336770328226e-148.54673540656453e-140.999999999999957
762.43189248751819e-144.86378497503638e-140.999999999999976
774.36949362829959e-148.73898725659918e-140.999999999999956
783.70946047655389e-147.41892095310779e-140.999999999999963
791.33393701045972e-132.66787402091943e-130.999999999999867
801.4222996551565e-122.844599310313e-120.999999999998578
818.4213231983027e-131.68426463966054e-120.999999999999158
821.13361587130137e-122.26723174260275e-120.999999999998866
835.14545762706197e-131.02909152541239e-120.999999999999485
842.40445884284287e-134.80891768568574e-130.99999999999976
851.72623526010362e-133.45247052020723e-130.999999999999827
868.47076333903327e-141.69415266780665e-130.999999999999915
874.79401727094097e-149.58803454188194e-140.999999999999952
882.00763780660205e-144.0152756132041e-140.99999999999998
892.0229613336692e-144.04592266733841e-140.99999999999998
901.15141820603883e-142.30283641207766e-140.999999999999988
912.19225749858031e-144.38451499716062e-140.999999999999978
925.32896083186816e-141.06579216637363e-130.999999999999947
934.72273317372378e-149.44546634744756e-140.999999999999953
941.30452181753201e-132.60904363506402e-130.99999999999987
956.65209468115538e-141.33041893623108e-130.999999999999933
962.95898334328053e-135.91796668656106e-130.999999999999704
976.71889600726312e-131.34377920145262e-120.999999999999328
983.33121389980248e-136.66242779960496e-130.999999999999667
991.97780674055343e-133.95561348110685e-130.999999999999802
1001.65921781036857e-133.31843562073714e-130.999999999999834
1012.11624563176398e-134.23249126352797e-130.999999999999788
1021.35958359583488e-132.71916719166976e-130.999999999999864
1035.20307622888991e-131.04061524577798e-120.99999999999948
1046.208055893765e-131.241611178753e-120.999999999999379
1054.94378588278493e-139.88757176556986e-130.999999999999506
1064.83815006522205e-139.67630013044409e-130.999999999999516
1072.64650278502102e-135.29300557004205e-130.999999999999735
1083.89249591453696e-137.78499182907392e-130.999999999999611
1096.59637598648364e-131.31927519729673e-120.99999999999934
1101.80551768011695e-123.61103536023391e-120.999999999998194
1119.54811362085323e-131.90962272417065e-120.999999999999045
1124.74674401639707e-139.49348803279414e-130.999999999999525
1132.231853907926e-134.46370781585201e-130.999999999999777
1141.20540600418988e-132.41081200837976e-130.999999999999879
1159.59336877342185e-141.91867375468437e-130.999999999999904
1164.61884065104217e-149.23768130208434e-140.999999999999954
1172.96682594854646e-145.93365189709292e-140.99999999999997
1181.04223138666504e-132.08446277333008e-130.999999999999896
1199.50967903739083e-141.90193580747817e-130.999999999999905
1209.54753466359715e-141.90950693271943e-130.999999999999905
1215.40388328782433e-141.08077665756487e-130.999999999999946
1224.05033679718887e-148.10067359437773e-140.999999999999959
1235.57073215990288e-141.11414643198058e-130.999999999999944
1243.63849524505212e-147.27699049010424e-140.999999999999964
1253.30533360480433e-146.61066720960866e-140.999999999999967
1261.63736700924175e-143.2747340184835e-140.999999999999984
1271.33610666292321e-142.67221332584643e-140.999999999999987
1286.60935313286654e-151.32187062657331e-140.999999999999993
1294.25992559212259e-158.51985118424519e-150.999999999999996
1303.77975009256181e-157.55950018512362e-150.999999999999996
1318.37442279490497e-141.67488455898099e-130.999999999999916
1321.90219792785804e-133.80439585571607e-130.99999999999981
1338.02275888624335e-131.60455177724867e-120.999999999999198
1341.69993624886537e-123.39987249773075e-120.9999999999983
1356.58622302312047e-121.31724460462409e-110.999999999993414
1361.32072683433545e-102.6414536686709e-100.999999999867927
1371.22641995495014e-092.45283990990029e-090.99999999877358
1381.95107568684983e-093.90215137369966e-090.999999998048924
1397.2571794998388e-091.45143589996776e-080.99999999274282
1401.55032084719501e-083.10064169439002e-080.999999984496792
1412.25789902030767e-084.51579804061533e-080.99999997742101
1423.25816426196402e-086.51632852392803e-080.999999967418357
1432.90280923171368e-085.80561846342736e-080.999999970971908
1442.94775996746373e-085.89551993492745e-080.9999999705224
1454.03697221245785e-088.07394442491571e-080.999999959630278
1462.26256948338921e-084.52513896677842e-080.999999977374305
1471.48306481412097e-082.96612962824194e-080.999999985169352
1481.0850918032152e-082.17018360643039e-080.999999989149082
1491.74001224656958e-083.48002449313917e-080.999999982599878
1502.42394274072358e-084.84788548144716e-080.999999975760573
1511.11506659574489e-072.23013319148979e-070.99999988849334
1522.61161362642201e-075.22322725284402e-070.999999738838637
1533.78163186231999e-077.56326372463999e-070.999999621836814
1546.16201653667184e-071.23240330733437e-060.999999383798346
1557.03562966720621e-071.40712593344124e-060.999999296437033
1561.00002580305377e-062.00005160610753e-060.999998999974197
1578.08677236035469e-071.61735447207094e-060.999999191322764
1588.00208492201095e-071.60041698440219e-060.999999199791508
1591.17507253018204e-062.35014506036408e-060.99999882492747
1609.42065418988284e-071.88413083797657e-060.999999057934581
1611.47419520981917e-062.94839041963835e-060.99999852580479
1622.53386343851768e-065.06772687703536e-060.999997466136561
1631.07326358467052e-052.14652716934103e-050.999989267364153
1642.66190733678391e-055.32381467356781e-050.999973380926632
1653.16882924828952e-056.33765849657903e-050.999968311707517
1665.50800759168342e-050.0001101601518336680.999944919924083
1677.72361789337777e-050.0001544723578675550.999922763821066
1680.0001417230062208150.000283446012441630.999858276993779
1690.000161256815125950.00032251363025190.999838743184874
1700.0003338787590500920.0006677575181001840.99966612124095
1710.0006345410959243450.001269082191848690.999365458904076
1720.0004774301316564980.0009548602633129950.999522569868344
1730.0005607072164861630.001121414432972330.999439292783514
1740.0005921944587157070.001184388917431410.999407805541284
1750.001239280168574860.002478560337149710.998760719831425
1760.002159408503191010.004318817006382010.997840591496809
1770.002165172339089760.004330344678179520.99783482766091
1780.003624341204344740.007248682408689480.996375658795655
1790.003499859957772190.006999719915544380.996500140042228
1800.003049667081097790.006099334162195580.996950332918902
1810.002544915584796020.005089831169592040.997455084415204
1820.002318972364120950.00463794472824190.997681027635879
1830.001521218395541750.00304243679108350.998478781604458
1840.001221674539692550.00244334907938510.998778325460307
1850.0008892020397799950.001778404079559990.99911079796022
1860.000660303990990530.001320607981981060.99933969600901
1870.000715512340939510.001431024681879020.999284487659061
1880.0005655209697132790.001131041939426560.999434479030287
1890.0003440674121240730.0006881348242481460.999655932587876
1900.0002231206385411250.0004462412770822490.999776879361459
1910.0001504598417605430.0003009196835210860.999849540158239
1929.63589849091131e-050.0001927179698182260.999903641015091
1938.78637575049369e-050.0001757275150098740.999912136242495
1949.67131993851265e-050.0001934263987702530.999903286800615
1950.000113387645918150.0002267752918362990.999886612354082
1960.0007214156618650820.001442831323730160.999278584338135
1970.001470246156249790.002940492312499580.99852975384375
1980.004746848600311960.009493697200623920.995253151399688
1990.004806089464075480.009612178928150960.995193910535925
2000.00392914471340250.0078582894268050.996070855286598
2010.00438290831766470.008765816635329390.995617091682335
2020.004671701436424120.009343402872848230.995328298563576
2030.005842241136376560.01168448227275310.994157758863623
2040.005860349547564260.01172069909512850.994139650452436
2050.006606103970767490.0132122079415350.993393896029233
2060.007008286578867560.01401657315773510.992991713421132
2070.006827123115727840.01365424623145570.993172876884272
2080.9530431062277990.09391378754440210.0469568937722011


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1820.952879581151832NOK
5% type I error level1900.994764397905759NOK
10% type I error level1911NOK