Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = -0.0164158686730506 + 0.0302667578659371Weeks[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) | -0.0164158686730506 | 0.071162 | -0.2307 | 0.817872 | 0.408936 |
Weeks | 0.0302667578659371 | 0.021754 | 1.3913 | 0.166154 | 0.083077 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.112141093035135 |
R-squared | 0.0125756247471147 |
Adjusted R-squared | 0.00607941175202997 |
F-TEST (value) | 1.93583935080789 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 152 |
p-value | 0.16615403367709 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.268104783542928 |
Sum Squared Residuals | 10.9257865937072 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.104651162790698 | -0.104651162790698 |
2 | 0 | 0.104651162790698 | -0.104651162790698 |
3 | 0 | 0.104651162790698 | -0.104651162790698 |
4 | 0 | 0.104651162790698 | -0.104651162790698 |
5 | 0 | 0.104651162790698 | -0.104651162790698 |
6 | 0 | 0.104651162790698 | -0.104651162790698 |
7 | 0 | 0.104651162790698 | -0.104651162790698 |
8 | 0 | 0.104651162790698 | -0.104651162790698 |
9 | 0 | 0.104651162790698 | -0.104651162790698 |
10 | 0 | 0.104651162790698 | -0.104651162790698 |
11 | 0 | 0.104651162790698 | -0.104651162790698 |
12 | 0 | 0.104651162790698 | -0.104651162790698 |
13 | 0 | 0.104651162790698 | -0.104651162790698 |
14 | 0 | 0.104651162790698 | -0.104651162790698 |
15 | 0 | 0.104651162790698 | -0.104651162790698 |
16 | 0 | 0.104651162790698 | -0.104651162790698 |
17 | 1 | 0.104651162790698 | 0.895348837209302 |
18 | 0 | 0.104651162790698 | -0.104651162790698 |
19 | 0 | 0.104651162790698 | -0.104651162790698 |
20 | 1 | 0.104651162790698 | 0.895348837209302 |
21 | 0 | 0.104651162790698 | -0.104651162790698 |
22 | 0 | 0.104651162790698 | -0.104651162790698 |
23 | 0 | 0.104651162790698 | -0.104651162790698 |
24 | 0 | 0.104651162790698 | -0.104651162790698 |
25 | 0 | 0.104651162790698 | -0.104651162790698 |
26 | 0 | 0.104651162790698 | -0.104651162790698 |
27 | 0 | 0.104651162790698 | -0.104651162790698 |
28 | 0 | 0.104651162790698 | -0.104651162790698 |
29 | 0 | 0.104651162790698 | -0.104651162790698 |
30 | 0 | 0.104651162790698 | -0.104651162790698 |
31 | 0 | 0.104651162790698 | -0.104651162790698 |
32 | 0 | 0.104651162790698 | -0.104651162790698 |
33 | 0 | 0.104651162790698 | -0.104651162790698 |
34 | 0 | 0.104651162790698 | -0.104651162790698 |
35 | 0 | 0.104651162790698 | -0.104651162790698 |
36 | 0 | 0.104651162790698 | -0.104651162790698 |
37 | 0 | 0.104651162790698 | -0.104651162790698 |
38 | 0 | 0.104651162790698 | -0.104651162790698 |
39 | 0 | 0.104651162790698 | -0.104651162790698 |
40 | 0 | 0.104651162790698 | -0.104651162790698 |
41 | 1 | 0.104651162790698 | 0.895348837209302 |
42 | 0 | 0.104651162790698 | -0.104651162790698 |
43 | 0 | 0.104651162790698 | -0.104651162790698 |
44 | 0 | 0.104651162790698 | -0.104651162790698 |
45 | 0 | 0.104651162790698 | -0.104651162790698 |
46 | 0 | 0.104651162790698 | -0.104651162790698 |
47 | 0 | 0.104651162790698 | -0.104651162790698 |
48 | 0 | 0.104651162790698 | -0.104651162790698 |
49 | 0 | 0.104651162790698 | -0.104651162790698 |
50 | 0 | 0.104651162790698 | -0.104651162790698 |
51 | 0 | 0.104651162790698 | -0.104651162790698 |
52 | 1 | 0.104651162790698 | 0.895348837209302 |
53 | 0 | 0.104651162790698 | -0.104651162790698 |
54 | 1 | 0.104651162790698 | 0.895348837209302 |
55 | 0 | 0.104651162790698 | -0.104651162790698 |
56 | 0 | 0.104651162790698 | -0.104651162790698 |
57 | 0 | 0.104651162790698 | -0.104651162790698 |
58 | 0 | 0.104651162790698 | -0.104651162790698 |
59 | 0 | 0.104651162790698 | -0.104651162790698 |
60 | 1 | 0.104651162790698 | 0.895348837209302 |
61 | 0 | 0.104651162790698 | -0.104651162790698 |
62 | 0 | 0.104651162790698 | -0.104651162790698 |
63 | 0 | 0.104651162790698 | -0.104651162790698 |
64 | 0 | 0.104651162790698 | -0.104651162790698 |
65 | 0 | 0.104651162790698 | -0.104651162790698 |
66 | 0 | 0.104651162790698 | -0.104651162790698 |
67 | 1 | 0.104651162790698 | 0.895348837209302 |
68 | 0 | 0.104651162790698 | -0.104651162790698 |
69 | 0 | 0.104651162790698 | -0.104651162790698 |
70 | 0 | 0.104651162790698 | -0.104651162790698 |
71 | 0 | 0.104651162790698 | -0.104651162790698 |
72 | 0 | 0.104651162790698 | -0.104651162790698 |
73 | 0 | 0.104651162790698 | -0.104651162790698 |
74 | 0 | 0.104651162790698 | -0.104651162790698 |
75 | 0 | 0.104651162790698 | -0.104651162790698 |
76 | 0 | 0.104651162790698 | -0.104651162790698 |
77 | 0 | 0.104651162790698 | -0.104651162790698 |
78 | 0 | 0.104651162790698 | -0.104651162790698 |
79 | 1 | 0.104651162790698 | 0.895348837209302 |
80 | 0 | 0.104651162790698 | -0.104651162790698 |
81 | 0 | 0.104651162790698 | -0.104651162790698 |
82 | 0 | 0.104651162790698 | -0.104651162790698 |
83 | 0 | 0.104651162790698 | -0.104651162790698 |
84 | 1 | 0.104651162790698 | 0.895348837209302 |
85 | 0 | 0.104651162790698 | -0.104651162790698 |
86 | 0 | 0.104651162790698 | -0.104651162790698 |
87 | 0 | 0.0441176470588235 | -0.0441176470588235 |
88 | 0 | 0.0441176470588235 | -0.0441176470588235 |
89 | 0 | 0.0441176470588235 | -0.0441176470588235 |
90 | 0 | 0.0441176470588235 | -0.0441176470588235 |
91 | 0 | 0.0441176470588235 | -0.0441176470588235 |
92 | 0 | 0.0441176470588235 | -0.0441176470588235 |
93 | 0 | 0.0441176470588235 | -0.0441176470588235 |
94 | 0 | 0.0441176470588235 | -0.0441176470588235 |
95 | 0 | 0.0441176470588235 | -0.0441176470588235 |
96 | 0 | 0.0441176470588235 | -0.0441176470588235 |
97 | 0 | 0.0441176470588235 | -0.0441176470588235 |
98 | 0 | 0.0441176470588235 | -0.0441176470588235 |
99 | 0 | 0.0441176470588235 | -0.0441176470588235 |
100 | 0 | 0.0441176470588235 | -0.0441176470588235 |
101 | 0 | 0.0441176470588235 | -0.0441176470588235 |
102 | 0 | 0.0441176470588235 | -0.0441176470588235 |
103 | 0 | 0.0441176470588235 | -0.0441176470588235 |
104 | 0 | 0.0441176470588235 | -0.0441176470588235 |
105 | 0 | 0.0441176470588235 | -0.0441176470588235 |
106 | 0 | 0.0441176470588235 | -0.0441176470588235 |
107 | 0 | 0.0441176470588235 | -0.0441176470588235 |
108 | 0 | 0.0441176470588235 | -0.0441176470588235 |
109 | 0 | 0.0441176470588235 | -0.0441176470588235 |
110 | 0 | 0.0441176470588235 | -0.0441176470588235 |
111 | 0 | 0.0441176470588235 | -0.0441176470588235 |
112 | 0 | 0.0441176470588235 | -0.0441176470588235 |
113 | 0 | 0.0441176470588235 | -0.0441176470588235 |
114 | 0 | 0.0441176470588235 | -0.0441176470588235 |
115 | 0 | 0.0441176470588235 | -0.0441176470588235 |
116 | 0 | 0.0441176470588235 | -0.0441176470588235 |
117 | 0 | 0.0441176470588235 | -0.0441176470588235 |
118 | 0 | 0.0441176470588235 | -0.0441176470588235 |
119 | 0 | 0.0441176470588235 | -0.0441176470588235 |
120 | 0 | 0.0441176470588235 | -0.0441176470588235 |
121 | 0 | 0.0441176470588235 | -0.0441176470588235 |
122 | 0 | 0.0441176470588235 | -0.0441176470588235 |
123 | 0 | 0.0441176470588235 | -0.0441176470588235 |
124 | 0 | 0.0441176470588235 | -0.0441176470588235 |
125 | 0 | 0.0441176470588235 | -0.0441176470588235 |
126 | 0 | 0.0441176470588235 | -0.0441176470588235 |
127 | 0 | 0.0441176470588235 | -0.0441176470588235 |
128 | 0 | 0.0441176470588235 | -0.0441176470588235 |
129 | 0 | 0.0441176470588235 | -0.0441176470588235 |
130 | 0 | 0.0441176470588235 | -0.0441176470588235 |
131 | 0 | 0.0441176470588235 | -0.0441176470588235 |
132 | 0 | 0.0441176470588235 | -0.0441176470588235 |
133 | 0 | 0.0441176470588235 | -0.0441176470588235 |
134 | 0 | 0.0441176470588235 | -0.0441176470588235 |
135 | 0 | 0.0441176470588235 | -0.0441176470588235 |
136 | 0 | 0.0441176470588235 | -0.0441176470588235 |
137 | 0 | 0.0441176470588235 | -0.0441176470588235 |
138 | 0 | 0.0441176470588235 | -0.0441176470588235 |
139 | 0 | 0.0441176470588235 | -0.0441176470588235 |
140 | 0 | 0.0441176470588235 | -0.0441176470588235 |
141 | 1 | 0.0441176470588235 | 0.955882352941177 |
142 | 0 | 0.0441176470588235 | -0.0441176470588235 |
143 | 0 | 0.0441176470588235 | -0.0441176470588235 |
144 | 0 | 0.0441176470588235 | -0.0441176470588235 |
145 | 0 | 0.0441176470588235 | -0.0441176470588235 |
146 | 0 | 0.0441176470588235 | -0.0441176470588235 |
147 | 0 | 0.0441176470588235 | -0.0441176470588235 |
148 | 0 | 0.0441176470588235 | -0.0441176470588235 |
149 | 0 | 0.0441176470588235 | -0.0441176470588235 |
150 | 0 | 0.0441176470588235 | -0.0441176470588235 |
151 | 0 | 0.0441176470588235 | -0.0441176470588235 |
152 | 1 | 0.0441176470588235 | 0.955882352941177 |
153 | 1 | 0.0441176470588235 | 0.955882352941177 |
154 | 0 | 0.0441176470588235 | -0.0441176470588235 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0 | 0 | 1 |
6 | 0 | 0 | 1 |
7 | 0 | 0 | 1 |
8 | 0 | 0 | 1 |
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 | 0.381537302043922 | 0.763074604087844 | 0.618462697956078 |
18 | 0.312919643789893 | 0.625839287579786 | 0.687080356210107 |
19 | 0.251300673348359 | 0.502601346696718 | 0.748699326651641 |
20 | 0.879580244551626 | 0.240839510896749 | 0.120419755448374 |
21 | 0.846647674308848 | 0.306704651382305 | 0.153352325691152 |
22 | 0.808626517188183 | 0.382746965623634 | 0.191373482811817 |
23 | 0.765757712827529 | 0.468484574344943 | 0.234242287172471 |
24 | 0.718521835307892 | 0.562956329384216 | 0.281478164692108 |
25 | 0.667623233061935 | 0.66475353387613 | 0.332376766938065 |
26 | 0.613954479455526 | 0.772091041088947 | 0.386045520544474 |
27 | 0.558544599117494 | 0.882910801765013 | 0.441455400882506 |
28 | 0.502496467184608 | 0.995007065630785 | 0.497503532815392 |
29 | 0.446919891710485 | 0.89383978342097 | 0.553080108289515 |
30 | 0.392867059220054 | 0.785734118440108 | 0.607132940779946 |
31 | 0.341276295837776 | 0.682552591675552 | 0.658723704162224 |
32 | 0.292928662527332 | 0.585857325054664 | 0.707071337472668 |
33 | 0.248420047333468 | 0.496840094666936 | 0.751579952666532 |
34 | 0.20814945570992 | 0.41629891141984 | 0.79185054429008 |
35 | 0.172322419412697 | 0.344644838825394 | 0.827677580587303 |
36 | 0.140967059782544 | 0.281934119565088 | 0.859032940217456 |
37 | 0.113959471376071 | 0.227918942752142 | 0.886040528623929 |
38 | 0.0910547581081276 | 0.182109516216255 | 0.908945241891872 |
39 | 0.0719201959474271 | 0.143840391894854 | 0.928079804052573 |
40 | 0.056167498382618 | 0.112334996765236 | 0.943832501617382 |
41 | 0.487801049917257 | 0.975602099834514 | 0.512198950082743 |
42 | 0.441399534874152 | 0.882799069748304 | 0.558600465125848 |
43 | 0.39613640619178 | 0.79227281238356 | 0.60386359380822 |
44 | 0.352576176258176 | 0.705152352516352 | 0.647423823741824 |
45 | 0.311205234053545 | 0.622410468107091 | 0.688794765946455 |
46 | 0.272417988524805 | 0.54483597704961 | 0.727582011475195 |
47 | 0.236509092742695 | 0.473018185485391 | 0.763490907257305 |
48 | 0.203671651100795 | 0.40734330220159 | 0.796328348899205 |
49 | 0.174000854934307 | 0.348001709868614 | 0.825999145065693 |
50 | 0.147502142668708 | 0.295004285337415 | 0.852497857331292 |
51 | 0.124102759843111 | 0.248205519686221 | 0.875897240156889 |
52 | 0.567079496643614 | 0.865841006712771 | 0.432920503356386 |
53 | 0.526048564216135 | 0.947902871567731 | 0.473951435783865 |
54 | 0.894699709413117 | 0.210600581173766 | 0.105300290586883 |
55 | 0.874957710570102 | 0.250084578859796 | 0.125042289429898 |
56 | 0.852952620430833 | 0.294094759138334 | 0.147047379569167 |
57 | 0.828717219651434 | 0.342565560697132 | 0.171282780348566 |
58 | 0.802342482890595 | 0.395315034218809 | 0.197657517109405 |
59 | 0.773979760767034 | 0.452040478465933 | 0.226020239232966 |
60 | 0.97043299326069 | 0.0591340134786195 | 0.0295670067393098 |
61 | 0.963124573575658 | 0.0737508528486843 | 0.0368754264243422 |
62 | 0.954484422667557 | 0.0910311546648853 | 0.0455155773324427 |
63 | 0.944397842806718 | 0.111204314386564 | 0.0556021571932822 |
64 | 0.932772801973206 | 0.134454396053589 | 0.0672271980267943 |
65 | 0.919549330095393 | 0.160901339809214 | 0.0804506699046072 |
66 | 0.904709597534986 | 0.190580804930027 | 0.0952904024650137 |
67 | 0.992721931503503 | 0.0145561369929931 | 0.00727806849649655 |
68 | 0.99048594912704 | 0.0190281017459207 | 0.00951405087296037 |
69 | 0.987707212690536 | 0.024585574618929 | 0.0122927873094645 |
70 | 0.984305424386278 | 0.0313891512274441 | 0.0156945756137221 |
71 | 0.980207297915087 | 0.0395854041698251 | 0.0197927020849126 |
72 | 0.975356261640008 | 0.0492874767199831 | 0.0246437383599916 |
73 | 0.969726130721315 | 0.0605477385573694 | 0.0302738692786847 |
74 | 0.963340174711219 | 0.0733196505775611 | 0.0366598252887806 |
75 | 0.956297802390158 | 0.0874043952196841 | 0.0437021976098421 |
76 | 0.948812509372241 | 0.102374981255518 | 0.0511874906277588 |
77 | 0.941267282770239 | 0.117465434459521 | 0.0587327172297606 |
78 | 0.934298117008368 | 0.131403765983263 | 0.0657018829916317 |
79 | 0.995044723649032 | 0.00991055270193541 | 0.0049552763509677 |
80 | 0.993690330304814 | 0.012619339390371 | 0.00630966969518552 |
81 | 0.992248550523999 | 0.0155028989520017 | 0.00775144947600087 |
82 | 0.991000453558601 | 0.0179990928827971 | 0.00899954644139857 |
83 | 0.990619803974394 | 0.018760392051213 | 0.0093801960256065 |
84 | 0.999784537142646 | 0.00043092571470786 | 0.00021546285735393 |
85 | 0.999670566082693 | 0.000658867834613879 | 0.000329433917306939 |
86 | 0.999501779357849 | 0.000996441284302423 | 0.000498220642151212 |
87 | 0.999247995843689 | 0.00150400831262259 | 0.000752004156311296 |
88 | 0.998878873516643 | 0.00224225296671315 | 0.00112112648335657 |
89 | 0.998349049634826 | 0.00330190073034757 | 0.00165095036517379 |
90 | 0.997598582756078 | 0.00480283448784476 | 0.00240141724392238 |
91 | 0.996549637291534 | 0.00690072541693159 | 0.0034503627084658 |
92 | 0.99510294434803 | 0.00979411130394068 | 0.00489705565197034 |
93 | 0.993134239279892 | 0.0137315214402159 | 0.00686576072010796 |
94 | 0.990490962651572 | 0.0190180746968556 | 0.0095090373484278 |
95 | 0.986989600185326 | 0.0260207996293482 | 0.0130103998146741 |
96 | 0.982414118135101 | 0.035171763729798 | 0.017585881864899 |
97 | 0.976516009688536 | 0.0469679806229281 | 0.0234839903114641 |
98 | 0.969016489633841 | 0.0619670207323181 | 0.0309835103661591 |
99 | 0.959611342444492 | 0.080777315111016 | 0.040388657555508 |
100 | 0.947978829037276 | 0.104042341925448 | 0.0520211709627238 |
101 | 0.933790880743742 | 0.132418238512516 | 0.0662091192562582 |
102 | 0.916727554714935 | 0.166544890570129 | 0.0832724452850645 |
103 | 0.89649440319863 | 0.207011193602741 | 0.10350559680137 |
104 | 0.872842042610449 | 0.254315914779101 | 0.127157957389551 |
105 | 0.845586832312464 | 0.308826335375072 | 0.154413167687536 |
106 | 0.814631233040052 | 0.370737533919897 | 0.185368766959948 |
107 | 0.77998216216815 | 0.440035675663699 | 0.22001783783185 |
108 | 0.741765547599717 | 0.516468904800566 | 0.258234452400283 |
109 | 0.700235344938196 | 0.599529310123608 | 0.299764655061804 |
110 | 0.655775547275777 | 0.688448905448445 | 0.344224452724223 |
111 | 0.608894182523673 | 0.782211634952655 | 0.391105817476327 |
112 | 0.560208930461041 | 0.879582139077917 | 0.439791069538959 |
113 | 0.510424743055221 | 0.979150513889558 | 0.489575256944779 |
114 | 0.460304636294733 | 0.920609272589467 | 0.539695363705267 |
115 | 0.41063554530961 | 0.821271090619219 | 0.58936445469039 |
116 | 0.36219170193262 | 0.72438340386524 | 0.63780829806738 |
117 | 0.315698324176394 | 0.631396648352788 | 0.684301675823606 |
118 | 0.271798447144114 | 0.543596894288228 | 0.728201552855886 |
119 | 0.23102545907395 | 0.4620509181479 | 0.76897454092605 |
120 | 0.193783360821501 | 0.387566721643003 | 0.806216639178499 |
121 | 0.160336007624727 | 0.320672015249455 | 0.839663992375273 |
122 | 0.130805713899254 | 0.261611427798508 | 0.869194286100746 |
123 | 0.105180715912815 | 0.210361431825629 | 0.894819284087185 |
124 | 0.0833302025976111 | 0.166660405195222 | 0.916669797402389 |
125 | 0.0650250322433522 | 0.130050064486704 | 0.934974967756648 |
126 | 0.049961911691668 | 0.0999238233833359 | 0.950038088308332 |
127 | 0.0377887455183219 | 0.0755774910366438 | 0.962211254481678 |
128 | 0.0281290470215328 | 0.0562580940430656 | 0.971870952978467 |
129 | 0.0206036891723658 | 0.0412073783447315 | 0.979396310827634 |
130 | 0.0148487887730824 | 0.0296975775461648 | 0.985151211226918 |
131 | 0.0105290795207092 | 0.0210581590414184 | 0.989470920479291 |
132 | 0.00734666338797442 | 0.0146933267759488 | 0.992653336612026 |
133 | 0.00504547469836111 | 0.0100909493967222 | 0.994954525301639 |
134 | 0.00341211009522492 | 0.00682422019044984 | 0.996587889904775 |
135 | 0.00227385723684239 | 0.00454771447368479 | 0.997726142763158 |
136 | 0.00149480414165507 | 0.00298960828331014 | 0.998505195858345 |
137 | 0.000970854259772016 | 0.00194170851954403 | 0.999029145740228 |
138 | 0.000624342872982809 | 0.00124868574596562 | 0.999375657127017 |
139 | 0.00039878326836234 | 0.000797566536724681 | 0.999601216731638 |
140 | 0.000254097178333673 | 0.000508194356667346 | 0.999745902821666 |
141 | 0.0104006175220875 | 0.020801235044175 | 0.989599382477912 |
142 | 0.00672145897684343 | 0.0134429179536869 | 0.993278541023157 |
143 | 0.00425774399280426 | 0.00851548798560852 | 0.995742256007196 |
144 | 0.00265535670614675 | 0.0053107134122935 | 0.997344643293853 |
145 | 0.00164302715660312 | 0.00328605431320624 | 0.998356972843397 |
146 | 0.00102234188736136 | 0.00204468377472271 | 0.998977658112639 |
147 | 0.000655241729513543 | 0.00131048345902709 | 0.999344758270486 |
148 | 0.000452284141700617 | 0.000904568283401233 | 0.999547715858299 |
149 | 0.000367261007665157 | 0.000734522015330315 | 0.999632738992335 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 36 | 0.248275862068966 | NOK |
5% type I error level | 58 | 0.4 | NOK |
10% type I error level | 69 | 0.475862068965517 | NOK |