Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = -0.0272654428933923 + 0.148049856809862T40[t] + 0.281155242564863Used[t] + 0.0632764567718833Useful[t] -0.0457739778191937Outcome[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) | -0.0272654428933923 | 0.04629 | -0.589 | 0.557489 | 0.278744 |
T40 | 0.148049856809862 | 0.065628 | 2.2559 | 0.026774 | 0.013387 |
Used | 0.281155242564863 | 0.064163 | 4.3819 | 3.5e-05 | 1.7e-05 |
Useful | 0.0632764567718833 | 0.062618 | 1.0105 | 0.315256 | 0.157628 |
Outcome | -0.0457739778191937 | 0.057751 | -0.7926 | 0.430323 | 0.215162 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.548918435951736 |
R-squared | 0.3013114493277 |
Adjusted R-squared | 0.266808311022895 |
F-TEST (value) | 8.73287080919648 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 81 |
p-value | 6.5187336977246e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.263643273596876 |
Sum Squared Residuals | 5.63012983274307 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.0750104360972761 | -0.0750104360972761 |
2 | 0 | -0.0272654428933925 | 0.0272654428933925 |
3 | 0 | -0.0272654428933921 | 0.0272654428933921 |
4 | 0 | -0.0272654428933922 | 0.0272654428933922 |
5 | 0 | -0.0272654428933923 | 0.0272654428933923 |
6 | 0 | -0.00976296394070273 | 0.00976296394070273 |
7 | 0 | -0.0272654428933923 | 0.0272654428933923 |
8 | 0 | 0.12078441391647 | -0.12078441391647 |
9 | 0 | -0.073039420712586 | 0.073039420712586 |
10 | 0 | -0.0272654428933923 | 0.0272654428933923 |
11 | 0 | 0.12078441391647 | -0.12078441391647 |
12 | 0 | -0.0272654428933923 | 0.0272654428933923 |
13 | 0 | 0.317166256443354 | -0.317166256443354 |
14 | 0 | 0.12078441391647 | -0.12078441391647 |
15 | 0 | 0.27139227862416 | -0.27139227862416 |
16 | 0 | 0.419442135434022 | -0.419442135434022 |
17 | 1 | 0.465216113253216 | 0.534783886746784 |
18 | 0 | 0.12078441391647 | -0.12078441391647 |
19 | 0 | -0.073039420712586 | 0.073039420712586 |
20 | 1 | 0.419442135434022 | 0.580557864565978 |
21 | 0 | 0.036011013878491 | -0.036011013878491 |
22 | 0 | 0.27139227862416 | -0.27139227862416 |
23 | 0 | -0.00976296394070273 | 0.00976296394070273 |
24 | 0 | -0.00976296394070273 | 0.00976296394070273 |
25 | 0 | 0.356165678662139 | -0.356165678662139 |
26 | 0 | 0.317166256443354 | -0.317166256443354 |
27 | 0 | -0.073039420712586 | 0.073039420712586 |
28 | 0 | 0.25388979967147 | -0.25388979967147 |
29 | 0 | -0.073039420712586 | 0.073039420712586 |
30 | 0 | 0.036011013878491 | -0.036011013878491 |
31 | 0 | -0.0272654428933923 | 0.0272654428933923 |
32 | 0 | -0.0272654428933923 | 0.0272654428933923 |
33 | 0 | 0.036011013878491 | -0.036011013878491 |
34 | 0 | 0.0750104360972762 | -0.0750104360972762 |
35 | 0 | -0.0272654428933923 | 0.0272654428933923 |
36 | 0 | -0.0272654428933923 | 0.0272654428933923 |
37 | 0 | 0.465216113253216 | -0.465216113253216 |
38 | 0 | 0.208115821852277 | -0.208115821852277 |
39 | 0 | -0.00976296394070273 | 0.00976296394070273 |
40 | 0 | 0.184060870688353 | -0.184060870688353 |
41 | 1 | 0.27139227862416 | 0.72860772137584 |
42 | 0 | 0.208115821852277 | -0.208115821852277 |
43 | 0 | -0.00976296394070273 | 0.00976296394070273 |
44 | 0 | 0.12078441391647 | -0.12078441391647 |
45 | 0 | 0.036011013878491 | -0.036011013878491 |
46 | 0 | -0.00976296394070273 | 0.00976296394070273 |
47 | 0 | -0.0272654428933923 | 0.0272654428933923 |
48 | 0 | -0.073039420712586 | 0.073039420712586 |
49 | 0 | -0.00976296394070273 | 0.00976296394070273 |
50 | 0 | -0.0272654428933923 | 0.0272654428933923 |
51 | 0 | 0.401939656481333 | -0.401939656481333 |
52 | 1 | 0.465216113253216 | 0.534783886746784 |
53 | 0 | -0.073039420712586 | 0.073039420712586 |
54 | 1 | 0.25388979967147 | 0.74611020032853 |
55 | 0 | -0.0272654428933923 | 0.0272654428933923 |
56 | 0 | 0.356165678662139 | -0.356165678662139 |
57 | 0 | 0.27139227862416 | -0.27139227862416 |
58 | 0 | -0.073039420712586 | 0.073039420712586 |
59 | 0 | -0.073039420712586 | 0.073039420712586 |
60 | 1 | 0.419442135434022 | 0.580557864565978 |
61 | 0 | 0.0750104360972762 | -0.0750104360972762 |
62 | 0 | 0.317166256443354 | -0.317166256443354 |
63 | 0 | -0.0272654428933923 | 0.0272654428933923 |
64 | 0 | 0.0750104360972762 | -0.0750104360972762 |
65 | 0 | -0.0272654428933923 | 0.0272654428933923 |
66 | 0 | -0.0272654428933923 | 0.0272654428933923 |
67 | 1 | 0.465216113253216 | 0.534783886746784 |
68 | 0 | -0.0272654428933923 | 0.0272654428933923 |
69 | 0 | -0.073039420712586 | 0.073039420712586 |
70 | 0 | 0.25388979967147 | -0.25388979967147 |
71 | 0 | -0.0272654428933923 | 0.0272654428933923 |
72 | 0 | -0.073039420712586 | 0.073039420712586 |
73 | 0 | 0.208115821852277 | -0.208115821852277 |
74 | 0 | 0.25388979967147 | -0.25388979967147 |
75 | 0 | -0.073039420712586 | 0.073039420712586 |
76 | 0 | 0.138286892869159 | -0.138286892869159 |
77 | 0 | -0.073039420712586 | 0.073039420712586 |
78 | 0 | 0.27139227862416 | -0.27139227862416 |
79 | 1 | 0.356165678662139 | 0.643834321337861 |
80 | 0 | 0.184060870688353 | -0.184060870688353 |
81 | 0 | -0.0272654428933923 | 0.0272654428933923 |
82 | 0 | 0.208115821852277 | -0.208115821852277 |
83 | 0 | -0.0272654428933923 | 0.0272654428933923 |
84 | 1 | 0.25388979967147 | 0.74611020032853 |
85 | 0 | -0.00976296394070273 | 0.00976296394070273 |
86 | 0 | -0.0272654428933923 | 0.0272654428933923 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
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 | 0.180376946198685 | 0.360753892397371 | 0.819623053801315 |
18 | 0.137667848074888 | 0.275335696149775 | 0.862332151925112 |
19 | 0.114508068817205 | 0.22901613763441 | 0.885491931182795 |
20 | 0.458756973910687 | 0.917513947821374 | 0.541243026089313 |
21 | 0.379664822355579 | 0.759329644711159 | 0.620335177644421 |
22 | 0.365616872969446 | 0.731233745938892 | 0.634383127030554 |
23 | 0.294235934593817 | 0.588471869187635 | 0.705764065406183 |
24 | 0.230596381821157 | 0.461192763642315 | 0.769403618178843 |
25 | 0.233228986069495 | 0.46645797213899 | 0.766771013930505 |
26 | 0.234669075721822 | 0.469338151443644 | 0.765330924278178 |
27 | 0.193235343635516 | 0.386470687271033 | 0.806764656364484 |
28 | 0.161215288130109 | 0.322430576260218 | 0.838784711869891 |
29 | 0.127469908744522 | 0.254939817489043 | 0.872530091255478 |
30 | 0.0960825475294678 | 0.192165095058936 | 0.903917452470532 |
31 | 0.0703017621817731 | 0.140603524363546 | 0.929698237818227 |
32 | 0.0501964417049526 | 0.100392883409905 | 0.949803558295047 |
33 | 0.0353613409957709 | 0.0707226819915417 | 0.964638659004229 |
34 | 0.0250157074799288 | 0.0500314149598576 | 0.974984292520071 |
35 | 0.0167442214466921 | 0.0334884428933841 | 0.983255778553308 |
36 | 0.0109350651541905 | 0.0218701303083809 | 0.98906493484581 |
37 | 0.0232471512496774 | 0.0464943024993549 | 0.976752848750323 |
38 | 0.0177234666279543 | 0.0354469332559087 | 0.982276533372046 |
39 | 0.011571923282542 | 0.023143846565084 | 0.988428076717458 |
40 | 0.0101929459814598 | 0.0203858919629197 | 0.98980705401854 |
41 | 0.162806957722204 | 0.325613915444409 | 0.837193042277796 |
42 | 0.141759242819864 | 0.283518485639728 | 0.858240757180136 |
43 | 0.109312758617363 | 0.218625517234727 | 0.890687241382637 |
44 | 0.0897157069456559 | 0.179431413891312 | 0.910284293054344 |
45 | 0.0666293353734598 | 0.13325867074692 | 0.93337066462654 |
46 | 0.0485606827139375 | 0.097121365427875 | 0.951439317286062 |
47 | 0.0345526743965005 | 0.0691053487930011 | 0.965447325603499 |
48 | 0.0244883436063147 | 0.0489766872126295 | 0.975511656393685 |
49 | 0.0167921964344917 | 0.0335843928689835 | 0.983207803565508 |
50 | 0.0111516720196163 | 0.0223033440392327 | 0.988848327980384 |
51 | 0.0276568149350926 | 0.0553136298701852 | 0.972343185064907 |
52 | 0.0806471568523163 | 0.161294313704633 | 0.919352843147684 |
53 | 0.0613684466517968 | 0.122736893303594 | 0.938631553348203 |
54 | 0.314795540775436 | 0.629591081550873 | 0.685204459224564 |
55 | 0.257049868348683 | 0.514099736697367 | 0.742950131651317 |
56 | 0.410659676395768 | 0.821319352791536 | 0.589340323604232 |
57 | 0.384576261444765 | 0.76915252288953 | 0.615423738555235 |
58 | 0.328333222605509 | 0.656666445211019 | 0.671666777394491 |
59 | 0.276731927900614 | 0.553463855801228 | 0.723268072099386 |
60 | 0.468811387607643 | 0.937622775215285 | 0.531188612392357 |
61 | 0.4531514762129 | 0.9063029524258 | 0.5468485237871 |
62 | 0.43952704773155 | 0.879054095463101 | 0.56047295226845 |
63 | 0.366199376830128 | 0.732398753660256 | 0.633800623169872 |
64 | 0.386181322454671 | 0.772362644909341 | 0.613818677545329 |
65 | 0.313403798540781 | 0.626807597081563 | 0.686596201459219 |
66 | 0.246226907759645 | 0.49245381551929 | 0.753773092240355 |
67 | 0.39179783839472 | 0.78359567678944 | 0.60820216160528 |
68 | 0.312867535003006 | 0.625735070006013 | 0.687132464996994 |
69 | 0.241375988821443 | 0.482751977642887 | 0.758624011178557 |
70 | 0.248605460757544 | 0.497210921515087 | 0.751394539242456 |
71 | 0.181923372487066 | 0.363846744974131 | 0.818076627512934 |
72 | 0.126931827909302 | 0.253863655818604 | 0.873068172090698 |
73 | 0.130350236419225 | 0.260700472838449 | 0.869649763580775 |
74 | 0.234894327845949 | 0.469788655691899 | 0.765105672154051 |
75 | 0.159883822117094 | 0.319767644234188 | 0.840116177882906 |
76 | 0.100027998741366 | 0.200055997482733 | 0.899972001258634 |
77 | 0.0577876489007882 | 0.115575297801576 | 0.942212351099212 |
78 | 0.050742774840923 | 0.101485549681846 | 0.949257225159077 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 9 | 0.126760563380282 | NOK |
5% type I error level | 18 | 0.253521126760563 | NOK |
10% type I error level | 23 | 0.323943661971831 | NOK |