Multiple Linear Regression - Estimated Regression Equation |
status[t] = -0.00612004 -1667.83`MDVP:Jitter(Abs)`[t] -2533.21`Shimmer:DDA`[t] + 7600.83`Shimmer:APQ3`[t] + 0.105532D2[t] + 2.72883PPE[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) | -0.00612004 | 0.17093 | -0.0358 | 0.971476 | 0.485738 |
`MDVP:Jitter(Abs)` | -1667.83 | 1284.92 | -1.298 | 0.195865 | 0.0979327 |
`Shimmer:DDA` | -2533.21 | 3213.77 | -0.7882 | 0.431546 | 0.215773 |
`Shimmer:APQ3` | 7600.83 | 9640.99 | 0.7884 | 0.431458 | 0.215729 |
D2 | 0.105532 | 0.0823183 | 1.282 | 0.201414 | 0.100707 |
PPE | 2.72883 | 0.482407 | 5.657 | 5.63787e-08 | 2.81894e-08 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.548354 |
R-squared | 0.300693 |
Adjusted R-squared | 0.282192 |
F-TEST (value) | 16.2535 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 189 |
p-value | 2.52465e-13 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.365902 |
Sum Squared Residuals | 25.3042 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.948118 | 0.0518822 |
2 | 1 | 1.14096 | -0.140965 |
3 | 1 | 1.05685 | -0.056851 |
4 | 1 | 1.16469 | -0.16469 |
5 | 1 | 1.21787 | -0.217868 |
6 | 1 | 1.07003 | -0.0700322 |
7 | 1 | 0.726715 | 0.273285 |
8 | 1 | 0.618476 | 0.381524 |
9 | 1 | 0.808948 | 0.191052 |
10 | 1 | 0.88289 | 0.11711 |
11 | 1 | 0.842217 | 0.157783 |
12 | 1 | 0.942616 | 0.0573836 |
13 | 1 | 0.561737 | 0.438263 |
14 | 1 | 0.763864 | 0.236136 |
15 | 1 | 0.687031 | 0.312969 |
16 | 1 | 0.825955 | 0.174045 |
17 | 1 | 0.747693 | 0.252307 |
18 | 1 | 1.4626 | -0.462605 |
19 | 1 | 1.29798 | -0.297978 |
20 | 1 | 1.08612 | -0.0861248 |
21 | 1 | 1.24191 | -0.241906 |
22 | 1 | 0.97202 | 0.0279795 |
23 | 1 | 1.03249 | -0.0324933 |
24 | 1 | 0.905333 | 0.094667 |
25 | 1 | 0.792716 | 0.207284 |
26 | 1 | 0.78852 | 0.21148 |
27 | 1 | 0.655306 | 0.344694 |
28 | 1 | 0.618056 | 0.381944 |
29 | 1 | 0.50238 | 0.49762 |
30 | 1 | 0.503644 | 0.496356 |
31 | 0 | 0.401448 | -0.401448 |
32 | 0 | 0.366749 | -0.366749 |
33 | 0 | 0.432596 | -0.432596 |
34 | 0 | 0.300664 | -0.300664 |
35 | 0 | 0.281521 | -0.281521 |
36 | 0 | 0.399637 | -0.399637 |
37 | 1 | 0.66287 | 0.33713 |
38 | 1 | 0.71207 | 0.28793 |
39 | 1 | 0.621302 | 0.378698 |
40 | 1 | 0.635004 | 0.364996 |
41 | 1 | 0.60188 | 0.39812 |
42 | 1 | 0.551069 | 0.448931 |
43 | 0 | 0.529249 | -0.529249 |
44 | 0 | 0.573039 | -0.573039 |
45 | 0 | 0.509033 | -0.509033 |
46 | 0 | 0.493567 | -0.493567 |
47 | 0 | 0.480726 | -0.480726 |
48 | 0 | 0.464704 | -0.464704 |
49 | 0 | 0.496823 | -0.496823 |
50 | 0 | 0.548738 | -0.548738 |
51 | 0 | 0.410103 | -0.410103 |
52 | 0 | 0.486664 | -0.486664 |
53 | 0 | 0.493324 | -0.493324 |
54 | 0 | 0.580956 | -0.580956 |
55 | 1 | 0.943377 | 0.0566233 |
56 | 1 | 1.01004 | -0.0100423 |
57 | 1 | 0.99322 | 0.00678038 |
58 | 1 | 0.954111 | 0.0458894 |
59 | 1 | 0.951359 | 0.0486414 |
60 | 1 | 0.963989 | 0.0360114 |
61 | 0 | 0.525534 | -0.525534 |
62 | 0 | 0.503213 | -0.503213 |
63 | 0 | 0.484358 | -0.484358 |
64 | 0 | 0.481262 | -0.481262 |
65 | 0 | 0.374876 | -0.374876 |
66 | 0 | 0.436489 | -0.436489 |
67 | 1 | 0.781814 | 0.218186 |
68 | 1 | 0.755876 | 0.244124 |
69 | 1 | 0.653337 | 0.346663 |
70 | 1 | 0.588739 | 0.411261 |
71 | 1 | 0.624584 | 0.375416 |
72 | 1 | 0.851793 | 0.148207 |
73 | 1 | 0.726997 | 0.273003 |
74 | 1 | 0.720305 | 0.279695 |
75 | 1 | 0.871692 | 0.128308 |
76 | 1 | 0.77151 | 0.22849 |
77 | 1 | 0.722327 | 0.277673 |
78 | 1 | 0.765214 | 0.234786 |
79 | 1 | 0.863105 | 0.136895 |
80 | 1 | 0.834479 | 0.165521 |
81 | 1 | 1.05304 | -0.0530362 |
82 | 1 | 0.819989 | 0.180011 |
83 | 1 | 0.863311 | 0.136689 |
84 | 1 | 0.64286 | 0.35714 |
85 | 1 | 0.946873 | 0.0531274 |
86 | 1 | 0.85952 | 0.14048 |
87 | 1 | 0.659967 | 0.340033 |
88 | 1 | 0.946919 | 0.0530808 |
89 | 1 | 0.861203 | 0.138797 |
90 | 1 | 1.22284 | -0.222841 |
91 | 1 | 1.17009 | -0.170088 |
92 | 1 | 0.635317 | 0.364683 |
93 | 1 | 0.703213 | 0.296787 |
94 | 1 | 0.616671 | 0.383329 |
95 | 1 | 0.675504 | 0.324496 |
96 | 1 | 0.679562 | 0.320438 |
97 | 1 | 0.682374 | 0.317626 |
98 | 1 | 1.03868 | -0.0386756 |
99 | 1 | 0.834234 | 0.165766 |
100 | 1 | 1.0976 | -0.0975959 |
101 | 1 | 0.952043 | 0.0479565 |
102 | 1 | 1.08444 | -0.0844432 |
103 | 1 | 1.16547 | -0.165473 |
104 | 1 | 0.463833 | 0.536167 |
105 | 1 | 0.480405 | 0.519595 |
106 | 1 | 0.512218 | 0.487782 |
107 | 1 | 0.47431 | 0.52569 |
108 | 1 | 0.544502 | 0.455498 |
109 | 1 | 0.56452 | 0.43548 |
110 | 1 | 0.755569 | 0.244431 |
111 | 1 | 0.861767 | 0.138233 |
112 | 1 | 0.616785 | 0.383215 |
113 | 1 | 0.924929 | 0.075071 |
114 | 1 | 0.702001 | 0.297999 |
115 | 1 | 0.624334 | 0.375666 |
116 | 1 | 0.91196 | 0.08804 |
117 | 1 | 0.693946 | 0.306054 |
118 | 1 | 1.06391 | -0.0639096 |
119 | 1 | 0.936048 | 0.063952 |
120 | 1 | 0.854191 | 0.145809 |
121 | 1 | 0.594709 | 0.405291 |
122 | 1 | 0.845897 | 0.154103 |
123 | 1 | 0.789265 | 0.210735 |
124 | 1 | 0.769852 | 0.230148 |
125 | 1 | 0.64279 | 0.35721 |
126 | 1 | 0.693995 | 0.306005 |
127 | 1 | 0.746565 | 0.253435 |
128 | 1 | 0.692572 | 0.307428 |
129 | 1 | 0.487276 | 0.512724 |
130 | 1 | 0.689687 | 0.310313 |
131 | 1 | 0.641926 | 0.358074 |
132 | 1 | 0.659492 | 0.340508 |
133 | 1 | 0.875933 | 0.124067 |
134 | 1 | 0.525009 | 0.474991 |
135 | 1 | 0.814432 | 0.185568 |
136 | 1 | 0.829182 | 0.170818 |
137 | 1 | 0.947 | 0.0529997 |
138 | 1 | 0.967125 | 0.0328749 |
139 | 1 | 0.764579 | 0.235421 |
140 | 1 | 0.699444 | 0.300556 |
141 | 1 | 1.03354 | -0.0335421 |
142 | 1 | 0.913952 | 0.0860482 |
143 | 1 | 0.817888 | 0.182112 |
144 | 1 | 0.775747 | 0.224253 |
145 | 1 | 0.677363 | 0.322637 |
146 | 1 | 0.912166 | 0.0878337 |
147 | 1 | 1.52322 | -0.523224 |
148 | 1 | 1.14334 | -0.143338 |
149 | 1 | 1.3732 | -0.373196 |
150 | 1 | 0.921391 | 0.0786095 |
151 | 1 | 1.01955 | -0.0195526 |
152 | 1 | 1.53305 | -0.533049 |
153 | 1 | 1.41365 | -0.413647 |
154 | 1 | 0.607633 | 0.392367 |
155 | 1 | 0.870764 | 0.129236 |
156 | 1 | 0.750554 | 0.249446 |
157 | 1 | 0.794903 | 0.205097 |
158 | 1 | 0.800725 | 0.199275 |
159 | 1 | 0.89029 | 0.10971 |
160 | 1 | 0.765133 | 0.234867 |
161 | 1 | 0.850073 | 0.149927 |
162 | 1 | 0.812783 | 0.187217 |
163 | 1 | 0.771981 | 0.228019 |
164 | 1 | 0.673789 | 0.326211 |
165 | 1 | 1.16025 | -0.160249 |
166 | 0 | 0.531069 | -0.531069 |
167 | 0 | 0.405624 | -0.405624 |
168 | 0 | 0.421519 | -0.421519 |
169 | 0 | 0.825555 | -0.825555 |
170 | 0 | 0.463675 | -0.463675 |
171 | 0 | 0.431793 | -0.431793 |
172 | 0 | 0.620873 | -0.620873 |
173 | 0 | 0.652745 | -0.652745 |
174 | 0 | 0.613238 | -0.613238 |
175 | 0 | 0.597122 | -0.597122 |
176 | 0 | 0.664221 | -0.664221 |
177 | 0 | 0.616479 | -0.616479 |
178 | 1 | 0.589852 | 0.410148 |
179 | 1 | 0.620249 | 0.379751 |
180 | 1 | 0.778663 | 0.221337 |
181 | 1 | 0.566443 | 0.433557 |
182 | 1 | 0.802756 | 0.197244 |
183 | 1 | 0.659445 | 0.340555 |
184 | 0 | 0.740076 | -0.740076 |
185 | 0 | 0.858013 | -0.858013 |
186 | 0 | 0.753963 | -0.753963 |
187 | 0 | 0.494203 | -0.494203 |
188 | 0 | 0.599437 | -0.599437 |
189 | 0 | 0.459447 | -0.459447 |
190 | 0 | 0.488206 | -0.488206 |
191 | 0 | 0.615205 | -0.615205 |
192 | 0 | 0.717681 | -0.717681 |
193 | 0 | 0.51783 | -0.51783 |
194 | 0 | 0.529748 | -0.529748 |
195 | 0 | 0.631177 | -0.631177 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 1.44284e-47 | 2.88567e-47 | 1 |
10 | 3.1305e-63 | 6.261e-63 | 1 |
11 | 1.25982e-82 | 2.51964e-82 | 1 |
12 | 1.2801e-92 | 2.56021e-92 | 1 |
13 | 1.97885e-122 | 3.9577e-122 | 1 |
14 | 2.18667e-122 | 4.37334e-122 | 1 |
15 | 1.10595e-137 | 2.21191e-137 | 1 |
16 | 0 | 0 | 1 |
17 | 4.6205e-181 | 9.241e-181 | 1 |
18 | 2.78834e-185 | 5.57668e-185 | 1 |
19 | 2.24217e-199 | 4.48434e-199 | 1 |
20 | 5.10097e-225 | 1.02019e-224 | 1 |
21 | 3.14684e-260 | 6.29369e-260 | 1 |
22 | 1.06954e-248 | 2.13907e-248 | 1 |
23 | 5.90825e-260 | 1.18165e-259 | 1 |
24 | 1.16103e-278 | 2.32205e-278 | 1 |
25 | 9.10565e-298 | 1.82113e-297 | 1 |
26 | 0 | 0 | 1 |
27 | 0 | 0 | 1 |
28 | 0 | 0 | 1 |
29 | 0 | 0 | 1 |
30 | 0 | 0 | 1 |
31 | 1.7423e-05 | 3.48459e-05 | 0.999983 |
32 | 0.00166735 | 0.00333471 | 0.998333 |
33 | 0.00508768 | 0.0101754 | 0.994912 |
34 | 0.0071977 | 0.0143954 | 0.992802 |
35 | 0.00651272 | 0.0130254 | 0.993487 |
36 | 0.0183066 | 0.0366132 | 0.981693 |
37 | 0.0162822 | 0.0325643 | 0.983718 |
38 | 0.0133879 | 0.0267757 | 0.986612 |
39 | 0.0139844 | 0.0279688 | 0.986016 |
40 | 0.0116707 | 0.0233413 | 0.988329 |
41 | 0.011309 | 0.022618 | 0.988691 |
42 | 0.0115871 | 0.0231741 | 0.988413 |
43 | 0.0235324 | 0.0470647 | 0.976468 |
44 | 0.0353489 | 0.0706978 | 0.964651 |
45 | 0.0462869 | 0.0925737 | 0.953713 |
46 | 0.0740209 | 0.148042 | 0.925979 |
47 | 0.0963009 | 0.192602 | 0.903699 |
48 | 0.0992916 | 0.198583 | 0.900708 |
49 | 0.166219 | 0.332438 | 0.833781 |
50 | 0.1989 | 0.3978 | 0.8011 |
51 | 0.195873 | 0.391747 | 0.804127 |
52 | 0.221181 | 0.442363 | 0.778819 |
53 | 0.222405 | 0.44481 | 0.777595 |
54 | 0.25559 | 0.511179 | 0.74441 |
55 | 0.224594 | 0.449188 | 0.775406 |
56 | 0.196509 | 0.393017 | 0.803491 |
57 | 0.165088 | 0.330176 | 0.834912 |
58 | 0.142591 | 0.285182 | 0.857409 |
59 | 0.119612 | 0.239223 | 0.880388 |
60 | 0.0985245 | 0.197049 | 0.901475 |
61 | 0.109322 | 0.218645 | 0.890678 |
62 | 0.114195 | 0.228391 | 0.885805 |
63 | 0.123034 | 0.246069 | 0.876966 |
64 | 0.132249 | 0.264498 | 0.867751 |
65 | 0.125321 | 0.250641 | 0.874679 |
66 | 0.124684 | 0.249368 | 0.875316 |
67 | 0.118707 | 0.237415 | 0.881293 |
68 | 0.105959 | 0.211919 | 0.894041 |
69 | 0.162066 | 0.324131 | 0.837934 |
70 | 0.251811 | 0.503622 | 0.748189 |
71 | 0.249357 | 0.498714 | 0.750643 |
72 | 0.219623 | 0.439245 | 0.780377 |
73 | 0.211682 | 0.423363 | 0.788318 |
74 | 0.201466 | 0.402933 | 0.798534 |
75 | 0.178518 | 0.357036 | 0.821482 |
76 | 0.16215 | 0.324301 | 0.83785 |
77 | 0.166578 | 0.333157 | 0.833422 |
78 | 0.156135 | 0.312271 | 0.843865 |
79 | 0.135141 | 0.270281 | 0.864859 |
80 | 0.116998 | 0.233995 | 0.883002 |
81 | 0.098249 | 0.196498 | 0.901751 |
82 | 0.0840685 | 0.168137 | 0.915931 |
83 | 0.0704274 | 0.140855 | 0.929573 |
84 | 0.0714787 | 0.142957 | 0.928521 |
85 | 0.060065 | 0.12013 | 0.939935 |
86 | 0.0534494 | 0.106899 | 0.946551 |
87 | 0.0570852 | 0.11417 | 0.942915 |
88 | 0.0471617 | 0.0943234 | 0.952838 |
89 | 0.0395249 | 0.0790497 | 0.960475 |
90 | 0.0345538 | 0.0691077 | 0.965446 |
91 | 0.0288773 | 0.0577547 | 0.971123 |
92 | 0.0289476 | 0.0578953 | 0.971052 |
93 | 0.027353 | 0.054706 | 0.972647 |
94 | 0.0276891 | 0.0553782 | 0.972311 |
95 | 0.0271153 | 0.0542306 | 0.972885 |
96 | 0.0263795 | 0.0527589 | 0.973621 |
97 | 0.02527 | 0.0505399 | 0.97473 |
98 | 0.0203301 | 0.0406602 | 0.97967 |
99 | 0.0164128 | 0.0328255 | 0.983587 |
100 | 0.014717 | 0.029434 | 0.985283 |
101 | 0.0122259 | 0.0244518 | 0.987774 |
102 | 0.00977722 | 0.0195544 | 0.990223 |
103 | 0.00884143 | 0.0176829 | 0.991159 |
104 | 0.0127853 | 0.0255707 | 0.987215 |
105 | 0.017091 | 0.034182 | 0.982909 |
106 | 0.0214097 | 0.0428194 | 0.97859 |
107 | 0.0279324 | 0.0558648 | 0.972068 |
108 | 0.0316562 | 0.0633123 | 0.968344 |
109 | 0.0347869 | 0.0695737 | 0.965213 |
110 | 0.03091 | 0.06182 | 0.96909 |
111 | 0.0250704 | 0.0501409 | 0.97493 |
112 | 0.0260059 | 0.0520118 | 0.973994 |
113 | 0.0205872 | 0.0411744 | 0.979413 |
114 | 0.0188318 | 0.0376637 | 0.981168 |
115 | 0.0191357 | 0.0382713 | 0.980864 |
116 | 0.0148148 | 0.0296296 | 0.985185 |
117 | 0.0134987 | 0.0269974 | 0.986501 |
118 | 0.0104562 | 0.0209124 | 0.989544 |
119 | 0.00788263 | 0.0157653 | 0.992117 |
120 | 0.00603945 | 0.0120789 | 0.993961 |
121 | 0.00630044 | 0.0126009 | 0.9937 |
122 | 0.00483781 | 0.00967561 | 0.995162 |
123 | 0.00415001 | 0.00830002 | 0.99585 |
124 | 0.00370094 | 0.00740189 | 0.996299 |
125 | 0.00401336 | 0.00802672 | 0.995987 |
126 | 0.00398197 | 0.00796395 | 0.996018 |
127 | 0.00425262 | 0.00850524 | 0.995747 |
128 | 0.00470742 | 0.00941484 | 0.995293 |
129 | 0.00682509 | 0.0136502 | 0.993175 |
130 | 0.00704537 | 0.0140907 | 0.992955 |
131 | 0.00691468 | 0.0138294 | 0.993085 |
132 | 0.0067684 | 0.0135368 | 0.993232 |
133 | 0.00562029 | 0.0112406 | 0.99438 |
134 | 0.00891789 | 0.0178358 | 0.991082 |
135 | 0.00784185 | 0.0156837 | 0.992158 |
136 | 0.00646459 | 0.0129292 | 0.993535 |
137 | 0.00513138 | 0.0102628 | 0.994869 |
138 | 0.00380729 | 0.00761458 | 0.996193 |
139 | 0.00369438 | 0.00738877 | 0.996306 |
140 | 0.00398184 | 0.00796368 | 0.996018 |
141 | 0.00286746 | 0.00573492 | 0.997133 |
142 | 0.00248891 | 0.00497781 | 0.997511 |
143 | 0.00256561 | 0.00513122 | 0.997434 |
144 | 0.00267994 | 0.00535989 | 0.99732 |
145 | 0.00356857 | 0.00713714 | 0.996431 |
146 | 0.00308652 | 0.00617304 | 0.996913 |
147 | 0.00325671 | 0.00651342 | 0.996743 |
148 | 0.00232502 | 0.00465005 | 0.997675 |
149 | 0.00197106 | 0.00394212 | 0.998029 |
150 | 0.00164818 | 0.00329636 | 0.998352 |
151 | 0.00113318 | 0.00226635 | 0.998867 |
152 | 0.0012995 | 0.002599 | 0.9987 |
153 | 0.00315796 | 0.00631591 | 0.996842 |
154 | 0.00651437 | 0.0130287 | 0.993486 |
155 | 0.00522567 | 0.0104513 | 0.994774 |
156 | 0.00489738 | 0.00979475 | 0.995103 |
157 | 0.00423301 | 0.00846601 | 0.995767 |
158 | 0.00303246 | 0.00606492 | 0.996968 |
159 | 0.00243774 | 0.00487549 | 0.997562 |
160 | 0.00373473 | 0.00746945 | 0.996265 |
161 | 0.00471447 | 0.00942893 | 0.995286 |
162 | 0.00393139 | 0.00786279 | 0.996069 |
163 | 0.00697065 | 0.0139413 | 0.993029 |
164 | 0.0249906 | 0.0499812 | 0.975009 |
165 | 0.0652769 | 0.130554 | 0.934723 |
166 | 0.0698547 | 0.139709 | 0.930145 |
167 | 0.0667747 | 0.133549 | 0.933225 |
168 | 0.0565138 | 0.113028 | 0.943486 |
169 | 0.109794 | 0.219587 | 0.890206 |
170 | 0.110251 | 0.220501 | 0.889749 |
171 | 0.100317 | 0.200634 | 0.899683 |
172 | 0.112854 | 0.225707 | 0.887146 |
173 | 0.0991119 | 0.198224 | 0.900888 |
174 | 0.0836457 | 0.167291 | 0.916354 |
175 | 0.067539 | 0.135078 | 0.932461 |
176 | 0.0572573 | 0.114515 | 0.942743 |
177 | 0.0489447 | 0.0978894 | 0.951055 |
178 | 0.0431195 | 0.086239 | 0.95688 |
179 | 0.0544402 | 0.10888 | 0.94556 |
180 | 0.0463179 | 0.0926358 | 0.953682 |
181 | 0.327239 | 0.654477 | 0.672761 |
182 | 0.527574 | 0.944851 | 0.472426 |
183 | 1 | 0 | 0 |
184 | 1 | 0 | 0 |
185 | 1 | 0 | 0 |
186 | 1 | 0 | 0 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 58 | 0.325843 | NOK |
5% type I error level | 100 | 0.561798 | NOK |
10% type I error level | 121 | 0.679775 | NOK |