Multiple Linear Regression - Estimated Regression Equation |
Used[t] = + 14.8998521934881 + 0.67241862676928Correctanal[t] -0.0951388356000594uselimit[t] + 0.159323996262626useful[t] + 0.0709581898357269T40[t] + 0.0693788122346552outcome[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) | 14.8998521934881 | 12.947976 | 1.1507 | 0.253264 | 0.126632 |
Correctanal | 0.67241862676928 | 0.156001 | 4.3103 | 4.6e-05 | 2.3e-05 |
uselimit | -0.0951388356000594 | 0.10325 | -0.9214 | 0.359592 | 0.179796 |
useful | 0.159323996262626 | 0.097085 | 1.6411 | 0.104709 | 0.052354 |
T40 | 0.0709581898357269 | 0.109341 | 0.649 | 0.518223 | 0.259111 |
outcome | 0.0693788122346552 | 0.090246 | 0.7688 | 0.444291 | 0.222146 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.533704990484674 |
R-squared | 0.284841016868246 |
Adjusted R-squared | 0.240143580422511 |
F-TEST (value) | 6.3726477292285 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 80 |
p-value | 4.9740959433775e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 20.5432947228294 |
Sum Squared Residuals | 33762.1566455224 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 50 | 61.0067999921157 | -11.0067999921157 |
2 | 50 | 58.7468916685995 | -8.74689166859952 |
3 | 50 | 58.7468916685995 | -8.74689166859952 |
4 | 50 | 58.7468916685995 | -8.74689166859954 |
5 | 50 | 58.7468916685995 | -8.74689166859953 |
6 | 50 | 65.4250903134606 | -15.4250903134606 |
7 | 50 | 58.7468916685995 | -8.74689166859953 |
8 | 50 | 62.2948011603859 | -12.2948011603859 |
9 | 50 | 62.2158322803323 | -12.2158322803323 |
10 | 50 | 53.9899498885966 | -3.98994988859656 |
11 | 50 | 57.5378593803829 | -7.5378593803829 |
12 | 50 | 58.7468916685995 | -8.74689166859953 |
13 | 100 | 66.7130914817308 | 33.2869085182692 |
14 | 50 | 57.5378593803829 | -7.5378593803829 |
15 | 100 | 70.1820320934636 | 29.8179679065364 |
16 | 100 | 73.7299415852499 | 26.2700584147501 |
17 | 100 | 99.1249905319782 | 0.875009468021765 |
18 | 50 | 57.5378593803829 | -7.5378593803829 |
19 | 50 | 62.2158322803323 | -12.2158322803323 |
20 | 100 | 107.350872923714 | -7.35087292371396 |
21 | 50 | 61.9561497017279 | -11.9561497017279 |
22 | 100 | 65.4250903134606 | 34.5749096865394 |
23 | 50 | 70.1820320934636 | -20.1820320934636 |
24 | 50 | 65.4250903134606 | -15.4250903134606 |
25 | 100 | 65.7637417721186 | 34.2362582278814 |
26 | 100 | 66.7130914817308 | 33.2869085182692 |
27 | 50 | 57.4588905003293 | -7.45889050032932 |
28 | 100 | 58.7468916685995 | 41.2531083314005 |
29 | 50 | 62.2158322803323 | -12.2158322803323 |
30 | 50 | 66.7130914817308 | -16.7130914817308 |
31 | 50 | 58.7468916685995 | -8.74689166859953 |
32 | 50 | 53.9899498885966 | -3.98994988859656 |
33 | 50 | 61.9561497017279 | -11.9561497017279 |
34 | 50 | 65.7637417721186 | -15.7637417721186 |
35 | 50 | 58.7468916685995 | -8.74689166859953 |
36 | 50 | 58.7468916685995 | -8.74689166859953 |
37 | 100 | 65.5040591935142 | 34.4959408064858 |
38 | 100 | 62.2158322803323 | 37.7841677196677 |
39 | 50 | 70.1820320934636 | -20.1820320934636 |
40 | 50 | 70.2610009735172 | -20.2610009735172 |
41 | 100 | 103.802963431928 | -3.80296343192762 |
42 | 100 | 62.2158322803323 | 37.7841677196677 |
43 | 50 | 65.4250903134606 | -15.4250903134606 |
44 | 50 | 57.5378593803829 | -7.5378593803829 |
45 | 50 | 66.7130914817308 | -16.7130914817308 |
46 | 50 | 70.1820320934636 | -20.1820320934636 |
47 | 50 | 58.7468916685995 | -8.74689166859953 |
48 | 50 | 62.2158322803323 | -12.2158322803323 |
49 | 50 | 70.1820320934636 | -20.1820320934636 |
50 | 50 | 58.7468916685995 | -8.74689166859953 |
51 | 100 | 62.2948011603859 | 37.7051988396141 |
52 | 100 | 99.1249905319782 | 0.875009468021765 |
53 | 50 | 62.2158322803323 | -12.2158322803323 |
54 | 100 | 92.3678230070635 | 7.63217699293645 |
55 | 50 | 58.7468916685995 | -8.74689166859953 |
56 | 100 | 65.7637417721186 | 34.2362582278814 |
57 | 100 | 70.1820320934636 | 29.8179679065364 |
58 | 50 | 62.2158322803323 | -12.2158322803323 |
59 | 50 | 62.2158322803323 | -12.2158322803323 |
60 | 100 | 102.593931143711 | -2.59393114371099 |
61 | 50 | 61.0067999921157 | -11.0067999921157 |
62 | 100 | 66.7130914817308 | 33.2869085182692 |
63 | 50 | 58.7468916685995 | -8.74689166859953 |
64 | 50 | 61.0067999921157 | -11.0067999921157 |
65 | 50 | 58.7468916685995 | -8.74689166859953 |
66 | 50 | 58.7468916685995 | -8.74689166859953 |
67 | 100 | 103.881932311981 | -3.8819323119812 |
68 | 50 | 53.9899498885966 | -3.98994988859656 |
69 | 50 | 62.2158322803323 | -12.2158322803323 |
70 | 100 | 58.7468916685995 | 41.2531083314005 |
71 | 50 | 58.7468916685995 | -8.74689166859953 |
72 | 50 | 62.2158322803323 | -12.2158322803323 |
73 | 100 | 62.2158322803323 | 37.7841677196677 |
74 | 100 | 53.9899498885966 | 46.0100501114034 |
75 | 50 | 62.2158322803323 | -12.2158322803323 |
76 | 50 | 73.7299415852499 | -23.72994158525 |
77 | 50 | 62.2158322803323 | -12.2158322803323 |
78 | 100 | 70.1820320934636 | 29.8179679065364 |
79 | 100 | 99.3846731105827 | 0.615326889417349 |
80 | 50 | 70.2610009735172 | -20.2610009735172 |
81 | 50 | 58.7468916685995 | -8.74689166859953 |
82 | 100 | 57.4588905003293 | 42.5411094996707 |
83 | 50 | 58.7468916685995 | -8.74689166859953 |
84 | 100 | 92.3678230070635 | 7.63217699293645 |
85 | 50 | 70.1820320934636 | -20.1820320934636 |
86 | 50 | 53.9899498885966 | -3.98994988859656 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 6.77054496660541e-95 | 1.35410899332108e-94 | 1 |
10 | 3.08728550853195e-64 | 6.17457101706389e-64 | 1 |
11 | 8.18422347986106e-79 | 1.63684469597221e-78 | 1 |
12 | 8.50530669564521e-95 | 1.70106133912904e-94 | 1 |
13 | 0.0275989634105373 | 0.0551979268210747 | 0.972401036589463 |
14 | 0.0121313241594421 | 0.0242626483188842 | 0.987868675840558 |
15 | 0.0203308703149165 | 0.040661740629833 | 0.979669129685083 |
16 | 0.010967226330513 | 0.021934452661026 | 0.989032773669487 |
17 | 0.0049618267998306 | 0.0099236535996612 | 0.995038173200169 |
18 | 0.00224537205391715 | 0.00449074410783429 | 0.997754627946083 |
19 | 0.000978557401249392 | 0.00195711480249878 | 0.999021442598751 |
20 | 0.000483983534986408 | 0.000967967069972816 | 0.999516016465014 |
21 | 0.00172986550182764 | 0.00345973100365527 | 0.998270134498172 |
22 | 0.00943291644879758 | 0.0188658328975952 | 0.990567083551202 |
23 | 0.0405715774372667 | 0.0811431548745333 | 0.959428422562733 |
24 | 0.0410277696947192 | 0.0820555393894385 | 0.958972230305281 |
25 | 0.104079083479489 | 0.208158166958979 | 0.895920916520511 |
26 | 0.121257028395937 | 0.242514056791875 | 0.878742971604063 |
27 | 0.102418322269846 | 0.204836644539691 | 0.897581677730154 |
28 | 0.308359810890539 | 0.616719621781077 | 0.691640189109461 |
29 | 0.257852633246682 | 0.515705266493364 | 0.742147366753318 |
30 | 0.310718600577265 | 0.62143720115453 | 0.689281399422735 |
31 | 0.256742673299858 | 0.513485346599716 | 0.743257326700142 |
32 | 0.215169858592315 | 0.43033971718463 | 0.784830141407685 |
33 | 0.188024614419472 | 0.376049228838945 | 0.811975385580528 |
34 | 0.178622012063318 | 0.357244024126636 | 0.821377987936682 |
35 | 0.141886976648576 | 0.283773953297152 | 0.858113023351424 |
36 | 0.110956051808052 | 0.221912103616103 | 0.889043948191948 |
37 | 0.14478691105992 | 0.289573822119839 | 0.85521308894008 |
38 | 0.297696336640315 | 0.59539267328063 | 0.702303663359685 |
39 | 0.323077048290445 | 0.64615409658089 | 0.676922951709555 |
40 | 0.362909709099341 | 0.725819418198683 | 0.637090290900659 |
41 | 0.302559836898828 | 0.605119673797656 | 0.697440163101172 |
42 | 0.445599696062006 | 0.891199392124012 | 0.554400303937994 |
43 | 0.419891215349581 | 0.839782430699162 | 0.580108784650419 |
44 | 0.370491069538351 | 0.740982139076702 | 0.629508930461649 |
45 | 0.352415865135056 | 0.704831730270111 | 0.647584134864944 |
46 | 0.352913674975562 | 0.705827349951123 | 0.647086325024438 |
47 | 0.303712242184424 | 0.607424484368847 | 0.696287757815576 |
48 | 0.264001414420616 | 0.528002828841233 | 0.735998585579384 |
49 | 0.2654138055225 | 0.530827611045 | 0.7345861944775 |
50 | 0.223448505975497 | 0.446897011950994 | 0.776551494024503 |
51 | 0.388653006256511 | 0.777306012513021 | 0.611346993743489 |
52 | 0.330603410895481 | 0.661206821790962 | 0.669396589104519 |
53 | 0.291276244818474 | 0.582552489636948 | 0.708723755181526 |
54 | 0.244418874094833 | 0.488837748189667 | 0.755581125905167 |
55 | 0.200833802970533 | 0.401667605941067 | 0.799166197029467 |
56 | 0.467096239295526 | 0.934192478591051 | 0.532903760704474 |
57 | 0.487800310522947 | 0.975600621045895 | 0.512199689477053 |
58 | 0.437003847666727 | 0.874007695333454 | 0.562996152333273 |
59 | 0.389170209032375 | 0.77834041806475 | 0.610829790967625 |
60 | 0.359142855587806 | 0.718285711175612 | 0.640857144412194 |
61 | 0.297962683503188 | 0.595925367006375 | 0.702037316496812 |
62 | 0.361447382746663 | 0.722894765493327 | 0.638552617253337 |
63 | 0.296733093891917 | 0.593466187783834 | 0.703266906108083 |
64 | 0.246272306570871 | 0.492544613141741 | 0.753727693429129 |
65 | 0.191734324413534 | 0.383468648827069 | 0.808265675586466 |
66 | 0.145203024254776 | 0.290406048509553 | 0.854796975745224 |
67 | 0.105726940126744 | 0.211453880253489 | 0.894273059873256 |
68 | 0.113429125059568 | 0.226858250119135 | 0.886570874940432 |
69 | 0.0902194620139476 | 0.180438924027895 | 0.909780537986052 |
70 | 0.299364449514298 | 0.598728899028595 | 0.700635550485702 |
71 | 0.221898997319769 | 0.443797994639538 | 0.778101002680231 |
72 | 0.180561804390421 | 0.361123608780842 | 0.819438195609579 |
73 | 0.404787339020733 | 0.809574678041466 | 0.595212660979267 |
74 | 0.520430790412391 | 0.959138419175218 | 0.479569209587609 |
75 | 0.411050716284932 | 0.822101432569863 | 0.588949283715068 |
76 | 0.322159066791025 | 0.64431813358205 | 0.677840933208975 |
77 | 0.253174043185819 | 0.506348086371637 | 0.746825956814181 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 9 | 0.130434782608696 | NOK |
5% type I error level | 13 | 0.188405797101449 | NOK |
10% type I error level | 16 | 0.231884057971014 | NOK |