Multiple Linear Regression - Estimated Regression Equation |
uitvoercijfer[t] = + 2.67868885112499e-16 + 1.25611255456158e-16X[t] + 2.21995911620994e-17Y1[t] + 5.45430166641358e-17Y2[t] -2.94857131153639e-17Y3[t] + 4.46932466310697e-17Y4[t] + 1Y5[t] -7.60702659134785e-17M1[t] -3.57828127270844e-18M2[t] + 4.1212859638548e-17M3[t] + 1.0850439386405e-16M4[t] -4.33776525511453e-17M5[t] + 5.98989216374346e-17M6[t] + 4.21435215809026e-16M7[t] -6.42465345341248e-17M8[t] -2.41337263452827e-17M9[t] + 1.78461801535162e-16M10[t] + 2.47939467126275e-17M11[t] -2.26079895601757e-18t + 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) | 2.67868885112499e-16 | 0 | 0.4908 | 0.624646 | 0.312323 |
X | 1.25611255456158e-16 | 0 | 0.5987 | 0.550773 | 0.275387 |
Y1 | 2.21995911620994e-17 | 0 | 0.5156 | 0.607319 | 0.30366 |
Y2 | 5.45430166641358e-17 | 0 | 1.2546 | 0.212616 | 0.106308 |
Y3 | -2.94857131153639e-17 | 0 | -0.6677 | 0.505899 | 0.252949 |
Y4 | 4.46932466310697e-17 | 0 | 0.9684 | 0.335242 | 0.167621 |
Y5 | 1 | 0 | 22725891407733848 | 0 | 0 |
M1 | -7.60702659134785e-17 | 0 | -0.4436 | 0.658338 | 0.329169 |
M2 | -3.57828127270844e-18 | 0 | -0.0166 | 0.986818 | 0.493409 |
M3 | 4.1212859638548e-17 | 0 | 0.188 | 0.851288 | 0.425644 |
M4 | 1.0850439386405e-16 | 0 | 0.5572 | 0.578645 | 0.289323 |
M5 | -4.33776525511453e-17 | 0 | -0.2505 | 0.802705 | 0.401353 |
M6 | 5.98989216374346e-17 | 0 | 0.3219 | 0.748215 | 0.374107 |
M7 | 4.21435215809026e-16 | 0 | 2.1015 | 0.038163 | 0.019081 |
M8 | -6.42465345341248e-17 | 0 | -0.3558 | 0.722738 | 0.361369 |
M9 | -2.41337263452827e-17 | 0 | -0.0978 | 0.922262 | 0.461131 |
M10 | 1.78461801535162e-16 | 0 | 0.6977 | 0.487022 | 0.243511 |
M11 | 2.47939467126275e-17 | 0 | 0.099 | 0.921303 | 0.460651 |
t | -2.26079895601757e-18 | 0 | -0.6746 | 0.501534 | 0.250767 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 1 |
R-squared | 1 |
Adjusted R-squared | 1 |
F-TEST (value) | 3.19975962880079e+32 |
F-TEST (DF numerator) | 18 |
F-TEST (DF denominator) | 98 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.26900285120209e-16 |
Sum Squared Residuals | 1.04726520483441e-29 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 15 | 15 | -2.89296795448131e-16 |
2 | 14.4 | 14.4 | -2.57901354069519e-16 |
3 | 13 | 13 | -6.74979900756436e-16 |
4 | 13.7 | 13.7 | -5.99532317973799e-17 |
5 | 13.6 | 13.6 | 1.19375966974017e-16 |
6 | 15.2 | 15.2 | 1.76246915351944e-16 |
7 | 12.9 | 12.9 | 2.86085812889703e-15 |
8 | 14 | 14 | -6.18645742387088e-17 |
9 | 14.1 | 14.1 | -7.4461608657557e-17 |
10 | 13.2 | 13.2 | -1.10493330503759e-16 |
11 | 11.3 | 11.3 | 6.08080803806897e-18 |
12 | 13.3 | 13.3 | -1.1815875102057e-16 |
13 | 14.4 | 14.4 | 3.69914892012958e-18 |
14 | 13.3 | 13.3 | 2.66069956729712e-17 |
15 | 11.6 | 11.6 | -1.32121368677276e-16 |
16 | 13.2 | 13.2 | -6.76248333803364e-17 |
17 | 13.1 | 13.1 | -6.31738092303693e-17 |
18 | 14.6 | 14.6 | -1.24684451230098e-16 |
19 | 14 | 14 | -4.51966447946513e-16 |
20 | 14.3 | 14.3 | 3.76756307634271e-17 |
21 | 13.8 | 13.8 | -7.06613987846437e-17 |
22 | 13.7 | 13.7 | -2.32681453430692e-17 |
23 | 11 | 11 | -1.71997573888969e-17 |
24 | 14.4 | 14.4 | -1.24266653161158e-16 |
25 | 15.6 | 15.6 | -6.86351439679292e-17 |
26 | 13.7 | 13.7 | 2.46877428755157e-17 |
27 | 12.6 | 12.6 | 8.92254042244412e-17 |
28 | 13.2 | 13.2 | -6.11380785941764e-17 |
29 | 13.3 | 13.3 | 2.95146079605198e-17 |
30 | 14.3 | 14.3 | -7.76536297158759e-17 |
31 | 14 | 14 | -3.62775832681693e-16 |
32 | 13.4 | 13.4 | -1.39314095149291e-17 |
33 | 13.9 | 13.9 | -6.77557766024397e-17 |
34 | 13.7 | 13.7 | 9.63564371041354e-18 |
35 | 10.5 | 10.5 | -7.25107076860199e-17 |
36 | 14.5 | 14.5 | -5.98920229497522e-17 |
37 | 15 | 15 | 1.739712445657e-17 |
38 | 13.5 | 13.5 | 2.64018155009445e-18 |
39 | 13.5 | 13.5 | 1.23390119246382e-16 |
40 | 13.2 | 13.2 | 5.30304495003798e-17 |
41 | 13.8 | 13.8 | -1.16322040956552e-16 |
42 | 16.2 | 16.2 | -8.83220749074289e-17 |
43 | 14.7 | 14.7 | -2.81157382641636e-16 |
44 | 13.9 | 13.9 | -2.91859322944952e-17 |
45 | 16 | 16 | 2.37501759892062e-17 |
46 | 14.4 | 14.4 | -1.30911500757679e-17 |
47 | 12.3 | 12.3 | 2.58468368412539e-17 |
48 | 15.9 | 15.9 | -1.06845734128434e-17 |
49 | 15.9 | 15.9 | 4.83336180301154e-17 |
50 | 15.5 | 15.5 | -1.23932134928787e-17 |
51 | 15.1 | 15.1 | 1.05807742029812e-16 |
52 | 14.5 | 14.5 | 6.04747476917268e-17 |
53 | 15.1 | 15.1 | 1.01605082441038e-17 |
54 | 17.4 | 17.4 | -2.7030544884209e-17 |
55 | 16.2 | 16.2 | -2.82677379293975e-16 |
56 | 15.6 | 15.6 | -5.63846947730492e-17 |
57 | 17.2 | 17.2 | 1.45383358439572e-17 |
58 | 14.9 | 14.9 | 8.39707768018205e-17 |
59 | 13.8 | 13.8 | -1.71215932246123e-16 |
60 | 17.5 | 17.5 | 6.17088890378218e-17 |
61 | 16.2 | 16.2 | 6.99292671256961e-17 |
62 | 17.5 | 17.5 | 4.399592581324e-19 |
63 | 16.6 | 16.6 | 1.37195859457235e-16 |
64 | 16.2 | 16.2 | 2.88417670813949e-17 |
65 | 16.6 | 16.6 | -1.24676138789622e-16 |
66 | 19.6 | 19.6 | 1.11401944620687e-16 |
67 | 15.9 | 15.9 | -3.29726925643704e-16 |
68 | 18 | 18 | 1.24086179939321e-17 |
69 | 18.3 | 18.3 | 1.09831892180842e-16 |
70 | 16.3 | 16.3 | -4.53693916462838e-18 |
71 | 14.9 | 14.9 | -8.63377341698488e-17 |
72 | 18.2 | 18.2 | -1.25917464527822e-17 |
73 | 18.4 | 18.4 | 1.50250330807415e-17 |
74 | 18.5 | 18.5 | 9.10776006556092e-18 |
75 | 16 | 16 | 1.80952817728626e-16 |
76 | 17.4 | 17.4 | 1.54663357875496e-17 |
77 | 17.2 | 17.2 | 1.02360655488643e-16 |
78 | 19.6 | 19.6 | -1.77785889214598e-17 |
79 | 17.2 | 17.2 | -2.91943580338292e-16 |
80 | 18.3 | 18.3 | 6.70206189704102e-17 |
81 | 19.3 | 19.3 | 6.12348762080334e-17 |
82 | 18.1 | 18.1 | 2.77652331965105e-17 |
83 | 16.2 | 16.2 | 2.94629547582709e-16 |
84 | 18.4 | 18.4 | -4.18321427506925e-17 |
85 | 20.5 | 20.5 | 1.20604404388515e-17 |
86 | 19 | 19 | 1.62458117465963e-16 |
87 | 16.5 | 16.5 | -6.6699792415586e-17 |
88 | 18.7 | 18.7 | 2.48556162729576e-17 |
89 | 19 | 19 | 1.3161757279558e-16 |
90 | 19.2 | 19.2 | 4.53570097117462e-19 |
91 | 20.5 | 20.5 | -3.39057005183814e-16 |
92 | 19.3 | 19.3 | 8.49741910060189e-17 |
93 | 20.6 | 20.6 | -2.7239555401431e-18 |
94 | 20.1 | 20.1 | -1.74652269959715e-17 |
95 | 16.1 | 16.1 | -2.87837186831201e-17 |
96 | 20.4 | 20.4 | 2.84299234820946e-16 |
97 | 19.7 | 19.7 | 2.90363891613402e-17 |
98 | 15.6 | 15.6 | 9.01680099153656e-18 |
99 | 14.4 | 14.4 | 6.10915174221326e-17 |
100 | 13.7 | 13.7 | -1.3540638913855e-17 |
101 | 14.1 | 14.1 | 3.48896599531176e-17 |
102 | 15 | 15 | -1.48632837906236e-17 |
103 | 14.2 | 14.2 | -2.86291300456655e-16 |
104 | 13.6 | 13.6 | 2.32717049038207e-17 |
105 | 15.4 | 15.4 | 4.74745275543349e-17 |
106 | 14.8 | 14.8 | 4.74831383744517e-17 |
107 | 12.5 | 12.5 | 4.9490657711978e-17 |
108 | 16.2 | 16.2 | 2.14177658890305e-17 |
109 | 16.1 | 16.1 | 1.62450918202615e-16 |
110 | 16 | 16 | 3.53370096826234e-17 |
111 | 15.8 | 15.8 | 1.76137601740669e-16 |
112 | 15.2 | 15.2 | 1.9587866351739e-17 |
113 | 15.7 | 15.7 | -1.23746982439437e-16 |
114 | 18.9 | 18.9 | 6.22301433799458e-17 |
115 | 17.4 | 17.4 | -2.35262274710747e-16 |
116 | 17 | 17 | -6.39841528164268e-17 |
117 | 19.8 | 19.8 | -4.1227068191591e-17 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
22 | 0.81277376673076 | 0.374452466538478 | 0.187226233269239 |
23 | 0.00458035365244824 | 0.00916070730489647 | 0.995419646347552 |
24 | 0.250145551500865 | 0.50029110300173 | 0.749854448499135 |
25 | 0.00514872168747404 | 0.0102974433749481 | 0.994851278312526 |
26 | 1.48026337390134e-07 | 2.96052674780269e-07 | 0.999999851973663 |
27 | 4.18991909481381e-06 | 8.37983818962763e-06 | 0.999995810080905 |
28 | 0.00126198955230274 | 0.00252397910460548 | 0.998738010447697 |
29 | 0.180070416060979 | 0.360140832121957 | 0.819929583939021 |
30 | 0.00106805424331387 | 0.00213610848662773 | 0.998931945756686 |
31 | 2.44811334985993e-10 | 4.89622669971986e-10 | 0.999999999755189 |
32 | 0.975853683937295 | 0.0482926321254091 | 0.0241463160627045 |
33 | 0.343061481160688 | 0.686122962321377 | 0.656938518839312 |
34 | 7.26122304504278e-08 | 1.45224460900856e-07 | 0.99999992738777 |
35 | 0.999999999792748 | 4.14503633384166e-10 | 2.07251816692083e-10 |
36 | 2.91457208265004e-15 | 5.82914416530008e-15 | 0.999999999999997 |
37 | 0.999999351591314 | 1.29681737251484e-06 | 6.48408686257421e-07 |
38 | 0.660342985713557 | 0.679314028572885 | 0.339657014286443 |
39 | 4.44929285073193e-08 | 8.89858570146385e-08 | 0.999999955507072 |
40 | 0.765957884939889 | 0.468084230120222 | 0.234042115060111 |
41 | 2.79616392277038e-10 | 5.59232784554075e-10 | 0.999999999720384 |
42 | 0.0585884705018824 | 0.117176941003765 | 0.941411529498118 |
43 | 1.65912474188311e-08 | 3.31824948376622e-08 | 0.999999983408753 |
44 | 0.769833124210053 | 0.460333751579894 | 0.230166875789947 |
45 | 0.000786809638208484 | 0.00157361927641697 | 0.999213190361792 |
46 | 0.366956553554797 | 0.733913107109594 | 0.633043446445203 |
47 | 3.47880202971822e-07 | 6.95760405943644e-07 | 0.999999652119797 |
48 | 1.36800381641299e-09 | 2.73600763282597e-09 | 0.999999998631996 |
49 | 0.99734191118218 | 0.00531617763563878 | 0.00265808881781939 |
50 | 0.00981258244112408 | 0.0196251648822482 | 0.990187417558876 |
51 | 0.999999596270463 | 8.07459074687847e-07 | 4.03729537343924e-07 |
52 | 0.999999374444706 | 1.25111058751734e-06 | 6.25555293758668e-07 |
53 | 0.0849283094862596 | 0.169856618972519 | 0.91507169051374 |
54 | 2.19921422398892e-11 | 4.39842844797783e-11 | 0.999999999978008 |
55 | 2.13694899955465e-18 | 4.2738979991093e-18 | 1 |
56 | 0.273921364243367 | 0.547842728486734 | 0.726078635756633 |
57 | 0.026004277242014 | 0.0520085544840281 | 0.973995722757986 |
58 | 0.99999718840945 | 5.62318110184393e-06 | 2.81159055092197e-06 |
59 | 0.000567592418201486 | 0.00113518483640297 | 0.999432407581799 |
60 | 1 | 9.6122802739859e-17 | 4.80614013699295e-17 |
61 | 0.955530080403278 | 0.0889398391934441 | 0.0444699195967221 |
62 | 3.42277750858199e-10 | 6.84555501716398e-10 | 0.999999999657722 |
63 | 0.999999816408129 | 3.67183742671529e-07 | 1.83591871335765e-07 |
64 | 1.17916167748806e-17 | 2.35832335497612e-17 | 1 |
65 | 0.99999999999999 | 1.9206155399927e-14 | 9.6030776999635e-15 |
66 | 0.0317546252615025 | 0.063509250523005 | 0.968245374738497 |
67 | 6.07443792874851e-14 | 1.2148875857497e-13 | 0.99999999999994 |
68 | 0.999970892506776 | 5.82149864490032e-05 | 2.91074932245016e-05 |
69 | 0.989241341696706 | 0.0215173166065889 | 0.0107586583032944 |
70 | 4.63389607470153e-18 | 9.26779214940306e-18 | 1 |
71 | 0.999999999997337 | 5.32609489661068e-12 | 2.66304744830534e-12 |
72 | 0.851759180831166 | 0.296481638337669 | 0.148240819168834 |
73 | 1.55138417772829e-06 | 3.10276835545658e-06 | 0.999998448615822 |
74 | 8.25515699881246e-23 | 1.65103139976249e-22 | 1 |
75 | 0.99999953232874 | 9.35342518458306e-07 | 4.67671259229153e-07 |
76 | 0.519822153290942 | 0.960355693418115 | 0.480177846709058 |
77 | 0.0912273868529886 | 0.182454773705977 | 0.908772613147011 |
78 | 0.999999537632536 | 9.24734928059614e-07 | 4.62367464029807e-07 |
79 | 0.999999712244489 | 5.75511022645216e-07 | 2.87755511322608e-07 |
80 | 0.00974742320907966 | 0.0194948464181593 | 0.99025257679092 |
81 | 0.999999956772453 | 8.64550946735569e-08 | 4.32275473367784e-08 |
82 | 0.997038354903 | 0.00592329019400029 | 0.00296164509700015 |
83 | 0.999999843239089 | 3.13521822631798e-07 | 1.56760911315899e-07 |
84 | 0.64767761482053 | 0.70464477035894 | 0.35232238517947 |
85 | 0.619959909453548 | 0.760080181092904 | 0.380040090546452 |
86 | 0.640741408597267 | 0.718517182805465 | 0.359258591402733 |
87 | 0.242213547101014 | 0.484427094202029 | 0.757786452898985 |
88 | 0.989766470332316 | 0.0204670593353689 | 0.0102335296676844 |
89 | 8.17553436501637e-08 | 1.63510687300327e-07 | 0.999999918244656 |
90 | 0.850454843633681 | 0.299090312732638 | 0.149545156366319 |
91 | 2.18650069460637e-15 | 4.37300138921275e-15 | 0.999999999999998 |
92 | 1.54004132081724e-25 | 3.08008264163447e-25 | 1 |
93 | 9.55374942309373e-05 | 0.000191074988461875 | 0.99990446250577 |
94 | 6.86923087307166e-09 | 1.37384617461433e-08 | 0.99999999313077 |
95 | 4.34987564184505e-06 | 8.6997512836901e-06 | 0.999995650124358 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 46 | 0.621621621621622 | NOK |
5% type I error level | 52 | 0.702702702702703 | NOK |
10% type I error level | 55 | 0.743243243243243 | NOK |