Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 0.0111810312008449 + 0.0717340235328285UseLimit[t] -0.160116116495765T20[t] + 0.23269167294403Used[t] -0.00131394730644983Useful[t] -0.0333932250330905Outcome[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) | 0.0111810312008449 | 0.03497 | 0.3197 | 0.750246 | 0.375123 |
UseLimit | 0.0717340235328285 | 0.04894 | 1.4658 | 0.147766 | 0.073883 |
T20 | -0.160116116495765 | 0.057895 | -2.7656 | 0.007475 | 0.003738 |
Used | 0.23269167294403 | 0.058345 | 3.9882 | 0.000178 | 8.9e-05 |
Useful | -0.00131394730644983 | 0.064368 | -0.0204 | 0.983779 | 0.49189 |
Outcome | -0.0333932250330905 | 0.05074 | -0.6581 | 0.512899 | 0.256449 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.496891729046193 |
R-squared | 0.246901390394515 |
Adjusted R-squared | 0.186167631555363 |
F-TEST (value) | 4.06530725437909 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 62 |
p-value | 0.00295637769706292 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.186634929692377 |
Sum Squared Residuals | 2.15962101283926 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | -0.0222121938322455 | 0.0222121938322455 |
2 | 0 | 0.0503633626160197 | -0.0503633626160197 |
3 | 0 | 0.0111810312008449 | -0.0111810312008449 |
4 | 0 | -0.0222121938322459 | 0.0222121938322459 |
5 | 0 | 0.0816011074272236 | -0.0816011074272236 |
6 | 0 | -0.14893508529492 | 0.14893508529492 |
7 | 0 | 0.00986708389439507 | -0.00986708389439507 |
8 | 0 | 0.0111810312008449 | -0.0111810312008449 |
9 | 0 | -0.0772010617620914 | 0.0772010617620914 |
10 | 0 | 0.0495218297005829 | -0.0495218297005829 |
11 | 0 | -0.0772010617620914 | 0.0772010617620914 |
12 | 0 | 0.0111810312008449 | -0.0111810312008449 |
13 | 0 | 0.0111810312008449 | -0.0111810312008449 |
14 | 0 | -0.0222121938322456 | 0.0222121938322456 |
15 | 0 | 0.0495218297005829 | -0.0495218297005829 |
16 | 0 | 0.0829150547336734 | -0.0829150547336734 |
17 | 0 | 0.0111810312008449 | -0.0111810312008449 |
18 | 0 | 0.0111810312008449 | -0.0111810312008449 |
19 | 0 | 0.0837565876491103 | -0.0837565876491103 |
20 | 0 | 0.0829150547336734 | -0.0829150547336734 |
21 | 0 | 0.0111810312008449 | -0.0111810312008449 |
22 | 0 | 0.155490611181939 | -0.155490611181939 |
23 | 0 | 0.0111810312008449 | -0.0111810312008449 |
24 | 0 | 0.0829150547336734 | -0.0829150547336734 |
25 | 0 | 0.0824426403426605 | -0.0824426403426605 |
26 | 0 | -0.14893508529492 | 0.14893508529492 |
27 | 0 | 0.243872704144875 | -0.243872704144875 |
28 | 0 | 0.0837565876491103 | -0.0837565876491103 |
29 | 0 | 0.0111810312008449 | -0.0111810312008449 |
30 | 0 | 0.0111810312008449 | -0.0111810312008449 |
31 | 0 | 0.0495218297005829 | -0.0495218297005829 |
32 | 0 | 0.0111810312008449 | -0.0111810312008449 |
33 | 0 | 0.0829150547336734 | -0.0829150547336734 |
34 | 0 | 0.0495218297005829 | -0.0495218297005829 |
35 | 0 | 0.0111810312008449 | -0.0111810312008449 |
36 | 0 | 0.0111810312008449 | -0.0111810312008449 |
37 | 0 | 0.155490611181939 | -0.155490611181939 |
38 | 0 | 0.280899555338163 | -0.280899555338163 |
39 | 0 | -0.0222121938322456 | 0.0222121938322456 |
40 | 0 | -0.0772010617620914 | 0.0772010617620914 |
41 | 0 | 0.0816011074272236 | -0.0816011074272236 |
42 | 0 | -0.0222121938322456 | 0.0222121938322456 |
43 | 0 | 0.0111810312008449 | -0.0111810312008449 |
44 | 0 | 0.0495218297005829 | -0.0495218297005829 |
45 | 0 | 0.0111810312008449 | -0.0111810312008449 |
46 | 0 | 0.0495218297005829 | -0.0495218297005829 |
47 | 0 | 0.243872704144875 | -0.243872704144875 |
48 | 0 | 0.0111810312008449 | -0.0111810312008449 |
49 | 0 | 0.0111810312008449 | -0.0111810312008449 |
50 | 0 | 0.0111810312008449 | -0.0111810312008449 |
51 | 0 | 0.209165531805335 | -0.209165531805335 |
52 | 0 | 0.04904941530957 | -0.04904941530957 |
53 | 0 | -0.14893508529492 | 0.14893508529492 |
54 | 0 | 0.0829150547336734 | -0.0829150547336734 |
55 | 1 | 0.282213502644613 | 0.717786497355387 |
56 | 0 | 0.122097386148848 | -0.122097386148848 |
57 | 0 | 0.0111810312008449 | -0.0111810312008449 |
58 | 0 | -0.0235261411386954 | 0.0235261411386954 |
59 | 0 | 0.00986708389439507 | -0.00986708389439507 |
60 | 0 | -0.110594286795182 | 0.110594286795182 |
61 | 0 | 0.155490611181939 | -0.155490611181939 |
62 | 0 | -0.14893508529492 | 0.14893508529492 |
63 | 0 | 0.0111810312008449 | -0.0111810312008449 |
64 | 0 | -0.0235261411386954 | 0.0235261411386954 |
65 | 0 | -0.0222121938322456 | 0.0222121938322456 |
66 | 1 | 0.315606727677703 | 0.684393272322297 |
67 | 1 | 0.242558756838425 | 0.757441243161575 |
68 | 0 | 0.243872704144875 | -0.243872704144875 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0 | 0 | 1 |
10 | 0 | 0 | 1 |
11 | 0 | 0 | 1 |
12 | 0 | 0 | 1 |
13 | 0 | 0 | 1 |
14 | 0 | 0 | 1 |
15 | 0 | 0 | 1 |
16 | 0 | 0 | 1 |
17 | 0 | 0 | 1 |
18 | 0 | 0 | 1 |
19 | 0 | 0 | 1 |
20 | 0 | 0 | 1 |
21 | 0 | 0 | 1 |
22 | 0 | 0 | 1 |
23 | 0 | 0 | 1 |
24 | 0 | 0 | 1 |
25 | 0 | 0 | 1 |
26 | 0 | 0 | 1 |
27 | 0 | 0 | 1 |
28 | 0 | 0 | 1 |
29 | 0 | 0 | 1 |
30 | 0 | 0 | 1 |
31 | 0 | 0 | 1 |
32 | 0 | 0 | 1 |
33 | 0 | 0 | 1 |
34 | 0 | 0 | 1 |
35 | 0 | 0 | 1 |
36 | 0 | 0 | 1 |
37 | 0 | 0 | 1 |
38 | 0 | 0 | 1 |
39 | 0 | 0 | 1 |
40 | 0 | 0 | 1 |
41 | 0 | 0 | 1 |
42 | 0 | 0 | 1 |
43 | 0 | 0 | 1 |
44 | 0 | 0 | 1 |
45 | 0 | 0 | 1 |
46 | 0 | 0 | 1 |
47 | 0 | 0 | 1 |
48 | 0 | 0 | 1 |
49 | 0 | 0 | 1 |
50 | 0 | 0 | 1 |
51 | 0 | 0 | 1 |
52 | 0 | 0 | 1 |
53 | 0 | 0 | 1 |
54 | 0 | 0 | 1 |
55 | 1.41420829054688e-05 | 2.82841658109376e-05 | 0.999985857917094 |
56 | 8.65608896670868e-06 | 1.73121779334174e-05 | 0.999991343911033 |
57 | 2.68850259598178e-06 | 5.37700519196357e-06 | 0.999997311497404 |
58 | 9.44655799699135e-07 | 1.88931159939827e-06 | 0.9999990553442 |
59 | 7.61066347239766e-06 | 1.52213269447953e-05 | 0.999992389336528 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 51 | 1 | NOK |
5% type I error level | 51 | 1 | NOK |
10% type I error level | 51 | 1 | NOK |