Multiple Linear Regression - Estimated Regression Equation |
status[t] = + 5.12276 -0.0045936`MDVP:Fo(Hz)`[t] -3.02269e-05`MDVP:Fhi(Hz)`[t] -0.00129714`MDVP:Flo(Hz)`[t] -180.78`MDVP:Jitter(%)`[t] -9326.53`MDVP:Jitter(Abs)`[t] -229.841`MDVP:RAP`[t] -42.3074`MDVP:PPQ`[t] + 199.492`Jitter:DDP`[t] + 16.6868`MDVP:Shimmer`[t] + 1.18384`MDVP:Shimmer(dB)`[t] -400.232`Shimmer:APQ3`[t] -19.5311`Shimmer:APQ5`[t] -5.85035`MDVP:APQ`[t] + 126.259`Shimmer:DDA`[t] -0.0381961HNR[t] -1.33848RPDE[t] -0.280596DFA[t] + 0.235789spread1[t] + 1.21599spread2[t] -0.0340908D2[t] + 0.189079PPE[t] -0.00239058t + 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) | 5.12276 | 1.28183 | 3.996 | 9.52386e-05 | 4.76193e-05 |
`MDVP:Fo(Hz)` | -0.0045936 | 0.00152006 | -3.022 | 0.00289501 | 0.0014475 |
`MDVP:Fhi(Hz)` | -3.02269e-05 | 0.000304384 | -0.09931 | 0.921012 | 0.460506 |
`MDVP:Flo(Hz)` | -0.00129714 | 0.000763311 | -1.699 | 0.0910582 | 0.0455291 |
`MDVP:Jitter(%)` | -180.78 | 63.0351 | -2.868 | 0.00464905 | 0.00232452 |
`MDVP:Jitter(Abs)` | -9326.53 | 4576.35 | -2.038 | 0.0430833 | 0.0215416 |
`MDVP:RAP` | -229.841 | 8841.72 | -0.026 | 0.979291 | 0.489646 |
`MDVP:PPQ` | -42.3074 | 83.123 | -0.509 | 0.611423 | 0.305712 |
`Jitter:DDP` | 199.492 | 2947.68 | 0.06768 | 0.946121 | 0.47306 |
`MDVP:Shimmer` | 16.6868 | 32.539 | 0.5128 | 0.608732 | 0.304366 |
`MDVP:Shimmer(dB)` | 1.18384 | 1.14721 | 1.032 | 0.303554 | 0.151777 |
`Shimmer:APQ3` | -400.232 | 8516.65 | -0.04699 | 0.962572 | 0.481286 |
`Shimmer:APQ5` | -19.5311 | 19.1433 | -1.02 | 0.309039 | 0.15452 |
`MDVP:APQ` | -5.85035 | 10.2856 | -0.5688 | 0.57024 | 0.28512 |
`Shimmer:DDA` | 126.259 | 2838.12 | 0.04449 | 0.964568 | 0.482284 |
HNR | -0.0381961 | 0.0145799 | -2.62 | 0.00958526 | 0.00479263 |
RPDE | -1.33848 | 0.423971 | -3.157 | 0.00188254 | 0.000941272 |
DFA | -0.280596 | 0.685237 | -0.4095 | 0.682691 | 0.341345 |
spread1 | 0.235789 | 0.0933123 | 2.527 | 0.0124101 | 0.00620506 |
spread2 | 1.21599 | 0.447769 | 2.716 | 0.00728926 | 0.00364463 |
D2 | -0.0340908 | 0.109363 | -0.3117 | 0.755628 | 0.377814 |
PPE | 0.189079 | 1.33375 | 0.1418 | 0.887432 | 0.443716 |
t | -0.00239058 | 0.000527685 | -4.53 | 1.09795e-05 | 5.48975e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.736569 |
R-squared | 0.542535 |
Adjusted R-squared | 0.484022 |
F-TEST (value) | 9.27203 |
F-TEST (DF numerator) | 22 |
F-TEST (DF denominator) | 172 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.310225 |
Sum Squared Residuals | 16.5532 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1.0814 | -0.0813977 |
2 | 1 | 1.14045 | -0.140447 |
3 | 1 | 0.975819 | 0.0241814 |
4 | 1 | 1.05969 | -0.0596879 |
5 | 1 | 0.785791 | 0.214209 |
6 | 1 | 0.994234 | 0.00576584 |
7 | 1 | 1.01038 | -0.0103764 |
8 | 1 | 0.738844 | 0.261156 |
9 | 1 | 1.111 | -0.111004 |
10 | 1 | 1.24378 | -0.243781 |
11 | 1 | 1.25131 | -0.251312 |
12 | 1 | 1.32826 | -0.328257 |
13 | 1 | 0.757731 | 0.242269 |
14 | 1 | 1.10972 | -0.109717 |
15 | 1 | 0.945147 | 0.0548534 |
16 | 1 | 0.90624 | 0.09376 |
17 | 1 | 0.783715 | 0.216285 |
18 | 1 | 1.52287 | -0.522866 |
19 | 1 | 1.34535 | -0.345345 |
20 | 1 | 1.09428 | -0.094282 |
21 | 1 | 1.22085 | -0.220848 |
22 | 1 | 1.0194 | -0.0194048 |
23 | 1 | 1.14361 | -0.143609 |
24 | 1 | 0.960747 | 0.0392529 |
25 | 1 | 0.932428 | 0.0675722 |
26 | 1 | 0.994765 | 0.0052349 |
27 | 1 | 0.911477 | 0.0885232 |
28 | 1 | 0.999929 | 7.0722e-05 |
29 | 1 | 0.803092 | 0.196908 |
30 | 1 | 0.847487 | 0.152513 |
31 | 0 | 0.454764 | -0.454764 |
32 | 0 | 0.152036 | -0.152036 |
33 | 0 | 0.252041 | -0.252041 |
34 | 0 | 0.145882 | -0.145882 |
35 | 0 | 0.0951063 | -0.0951063 |
36 | 0 | 0.15129 | -0.15129 |
37 | 1 | 0.972318 | 0.0276819 |
38 | 1 | 0.948362 | 0.0516377 |
39 | 1 | 0.667892 | 0.332108 |
40 | 1 | 0.831158 | 0.168842 |
41 | 1 | 0.674833 | 0.325167 |
42 | 1 | 0.545432 | 0.454568 |
43 | 0 | 0.412993 | -0.412993 |
44 | 0 | 0.346086 | -0.346086 |
45 | 0 | 0.101462 | -0.101462 |
46 | 0 | 0.170851 | -0.170851 |
47 | 0 | 0.105582 | -0.105582 |
48 | 0 | -0.0702516 | 0.0702516 |
49 | 0 | 0.421574 | -0.421574 |
50 | 0 | 0.510879 | -0.510879 |
51 | 0 | 0.475013 | -0.475013 |
52 | 0 | 0.393718 | -0.393718 |
53 | 0 | 0.43516 | -0.43516 |
54 | 0 | 0.46242 | -0.46242 |
55 | 1 | 0.803117 | 0.196883 |
56 | 1 | 0.715321 | 0.284679 |
57 | 1 | 0.785427 | 0.214573 |
58 | 1 | 0.722036 | 0.277964 |
59 | 1 | 0.711401 | 0.288599 |
60 | 1 | 0.572394 | 0.427606 |
61 | 0 | 0.452382 | -0.452382 |
62 | 0 | 0.243282 | -0.243282 |
63 | 0 | 0.324487 | -0.324487 |
64 | 0 | 0.273595 | -0.273595 |
65 | 0 | 0.201444 | -0.201444 |
66 | 0 | 0.341969 | -0.341969 |
67 | 1 | 0.999953 | 4.67406e-05 |
68 | 1 | 0.951313 | 0.0486869 |
69 | 1 | 0.868882 | 0.131118 |
70 | 1 | 0.920362 | 0.0796377 |
71 | 1 | 0.933452 | 0.0665482 |
72 | 1 | 1.0612 | -0.0612028 |
73 | 1 | 0.935468 | 0.0645321 |
74 | 1 | 0.947838 | 0.052162 |
75 | 1 | 1.0303 | -0.0302988 |
76 | 1 | 1.05262 | -0.0526177 |
77 | 1 | 1.09335 | -0.0933486 |
78 | 1 | 1.01202 | -0.0120175 |
79 | 1 | 0.904221 | 0.0957786 |
80 | 1 | 1.07247 | -0.0724653 |
81 | 1 | 1.13812 | -0.138116 |
82 | 1 | 1.15228 | -0.152275 |
83 | 1 | 1.02653 | -0.0265304 |
84 | 1 | 0.783124 | 0.216876 |
85 | 1 | 1.21765 | -0.217645 |
86 | 1 | 0.969864 | 0.030136 |
87 | 1 | 0.826481 | 0.173519 |
88 | 1 | 0.991018 | 0.00898211 |
89 | 1 | 1.00981 | -0.00980572 |
90 | 1 | 1.41154 | -0.41154 |
91 | 1 | 1.31689 | -0.316888 |
92 | 1 | 0.754934 | 0.245066 |
93 | 1 | 0.8322 | 0.1678 |
94 | 1 | 0.888177 | 0.111823 |
95 | 1 | 0.796484 | 0.203516 |
96 | 1 | 0.814314 | 0.185686 |
97 | 1 | 0.839097 | 0.160903 |
98 | 1 | 1.09611 | -0.096108 |
99 | 1 | 0.87073 | 0.12927 |
100 | 1 | 1.00974 | -0.00973837 |
101 | 1 | 1.12041 | -0.120407 |
102 | 1 | 0.977871 | 0.0221286 |
103 | 1 | 1.11084 | -0.110841 |
104 | 1 | 0.610854 | 0.389146 |
105 | 1 | 0.639423 | 0.360577 |
106 | 1 | 0.555099 | 0.444901 |
107 | 1 | 0.533579 | 0.466421 |
108 | 1 | 0.68234 | 0.31766 |
109 | 1 | 0.626695 | 0.373305 |
110 | 1 | 0.772198 | 0.227802 |
111 | 1 | 0.967718 | 0.0322816 |
112 | 1 | 0.585959 | 0.414041 |
113 | 1 | 0.783797 | 0.216203 |
114 | 1 | 0.606419 | 0.393581 |
115 | 1 | 0.791293 | 0.208707 |
116 | 1 | 0.979282 | 0.0207183 |
117 | 1 | 0.690473 | 0.309527 |
118 | 1 | 0.987083 | 0.0129172 |
119 | 1 | 0.806196 | 0.193804 |
120 | 1 | 0.632717 | 0.367283 |
121 | 1 | 0.47645 | 0.52355 |
122 | 1 | 0.931862 | 0.068138 |
123 | 1 | 0.955645 | 0.044355 |
124 | 1 | 0.683519 | 0.316481 |
125 | 1 | 0.664937 | 0.335063 |
126 | 1 | 0.639267 | 0.360733 |
127 | 1 | 0.659318 | 0.340682 |
128 | 1 | 0.620114 | 0.379886 |
129 | 1 | 0.342733 | 0.657267 |
130 | 1 | 0.769932 | 0.230068 |
131 | 1 | 0.760946 | 0.239054 |
132 | 1 | 0.805054 | 0.194946 |
133 | 1 | 1.04785 | -0.0478506 |
134 | 1 | 0.620071 | 0.379929 |
135 | 1 | 0.839692 | 0.160308 |
136 | 1 | 0.946077 | 0.0539234 |
137 | 1 | 1.11268 | -0.112678 |
138 | 1 | 1.16152 | -0.161521 |
139 | 1 | 0.895364 | 0.104636 |
140 | 1 | 0.790175 | 0.209825 |
141 | 1 | 0.780929 | 0.219071 |
142 | 1 | 0.682511 | 0.317489 |
143 | 1 | 0.634257 | 0.365743 |
144 | 1 | 0.680766 | 0.319234 |
145 | 1 | 0.496623 | 0.503377 |
146 | 1 | 0.720534 | 0.279466 |
147 | 1 | 1.08505 | -0.0850526 |
148 | 1 | 1.02469 | -0.0246949 |
149 | 1 | 1.12463 | -0.124626 |
150 | 1 | 0.850672 | 0.149328 |
151 | 1 | 1.03099 | -0.0309858 |
152 | 1 | 0.902082 | 0.0979184 |
153 | 1 | 1.01343 | -0.0134284 |
154 | 1 | 0.931957 | 0.0680432 |
155 | 1 | 0.898519 | 0.101481 |
156 | 1 | 1.10391 | -0.103906 |
157 | 1 | 0.683482 | 0.316518 |
158 | 1 | 1.14214 | -0.142144 |
159 | 1 | 0.793187 | 0.206813 |
160 | 1 | 0.774522 | 0.225478 |
161 | 1 | 0.954435 | 0.0455648 |
162 | 1 | 0.994091 | 0.00590865 |
163 | 1 | 0.747268 | 0.252732 |
164 | 1 | 0.753631 | 0.246369 |
165 | 1 | 1.29633 | -0.296331 |
166 | 0 | 0.224544 | -0.224544 |
167 | 0 | 0.137229 | -0.137229 |
168 | 0 | -0.0197933 | 0.0197933 |
169 | 0 | 0.807402 | -0.807402 |
170 | 0 | 0.129932 | -0.129932 |
171 | 0 | -0.0674316 | 0.0674316 |
172 | 0 | 0.63748 | -0.63748 |
173 | 0 | 0.708821 | -0.708821 |
174 | 0 | 0.755877 | -0.755877 |
175 | 0 | 0.771501 | -0.771501 |
176 | 0 | 0.694235 | -0.694235 |
177 | 0 | 0.637675 | -0.637675 |
178 | 1 | 0.493234 | 0.506766 |
179 | 1 | 0.553353 | 0.446647 |
180 | 1 | 0.723731 | 0.276269 |
181 | 1 | 0.592585 | 0.407415 |
182 | 1 | 0.677117 | 0.322883 |
183 | 1 | 0.624709 | 0.375291 |
184 | 0 | 0.432071 | -0.432071 |
185 | 0 | 0.469892 | -0.469892 |
186 | 0 | 0.472167 | -0.472167 |
187 | 0 | 0.330753 | -0.330753 |
188 | 0 | 0.434847 | -0.434847 |
189 | 0 | 0.303284 | -0.303284 |
190 | 0 | 0.345458 | -0.345458 |
191 | 0 | 0.5117 | -0.5117 |
192 | 0 | 0.502167 | -0.502167 |
193 | 0 | -0.220415 | 0.220415 |
194 | 0 | 0.269 | -0.269 |
195 | 0 | 0.431048 | -0.431048 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
26 | 1.68753e-53 | 3.37505e-53 | 1 |
27 | 3.48178e-65 | 6.96355e-65 | 1 |
28 | 1.3536e-77 | 2.7072e-77 | 1 |
29 | 5.16108e-94 | 1.03222e-93 | 1 |
30 | 6.52794e-110 | 1.30559e-109 | 1 |
31 | 0.00284122 | 0.00568244 | 0.997159 |
32 | 0.00104884 | 0.00209768 | 0.998951 |
33 | 0.000353355 | 0.000706709 | 0.999647 |
34 | 0.000113926 | 0.000227852 | 0.999886 |
35 | 5.83222e-05 | 0.000116644 | 0.999942 |
36 | 2.15485e-05 | 4.30969e-05 | 0.999978 |
37 | 0.000221928 | 0.000443856 | 0.999778 |
38 | 0.000179503 | 0.000359005 | 0.99982 |
39 | 0.00114336 | 0.00228671 | 0.998857 |
40 | 0.000559921 | 0.00111984 | 0.99944 |
41 | 0.000747545 | 0.00149509 | 0.999252 |
42 | 0.000506938 | 0.00101388 | 0.999493 |
43 | 0.000261089 | 0.000522179 | 0.999739 |
44 | 0.000143132 | 0.000286265 | 0.999857 |
45 | 7.15521e-05 | 0.000143104 | 0.999928 |
46 | 3.34656e-05 | 6.69312e-05 | 0.999967 |
47 | 1.70769e-05 | 3.41538e-05 | 0.999983 |
48 | 7.76954e-06 | 1.55391e-05 | 0.999992 |
49 | 0.000902591 | 0.00180518 | 0.999097 |
50 | 0.000929893 | 0.00185979 | 0.99907 |
51 | 0.000756179 | 0.00151236 | 0.999244 |
52 | 0.000649819 | 0.00129964 | 0.99935 |
53 | 0.000693015 | 0.00138603 | 0.999307 |
54 | 0.000957862 | 0.00191572 | 0.999042 |
55 | 0.00073644 | 0.00147288 | 0.999264 |
56 | 0.000701275 | 0.00140255 | 0.999299 |
57 | 0.000418434 | 0.000836869 | 0.999582 |
58 | 0.000282122 | 0.000564245 | 0.999718 |
59 | 0.000191095 | 0.00038219 | 0.999809 |
60 | 0.000163172 | 0.000326343 | 0.999837 |
61 | 0.012174 | 0.0243481 | 0.987826 |
62 | 0.0117062 | 0.0234125 | 0.988294 |
63 | 0.0143987 | 0.0287974 | 0.985601 |
64 | 0.0164219 | 0.0328439 | 0.983578 |
65 | 0.0180072 | 0.0360144 | 0.981993 |
66 | 0.0333661 | 0.0667321 | 0.966634 |
67 | 0.0279999 | 0.0559997 | 0.972 |
68 | 0.0237814 | 0.0475629 | 0.976219 |
69 | 0.0273188 | 0.0546376 | 0.972681 |
70 | 0.0230756 | 0.0461512 | 0.976924 |
71 | 0.018788 | 0.0375761 | 0.981212 |
72 | 0.0190338 | 0.0380676 | 0.980966 |
73 | 0.0166395 | 0.0332789 | 0.983361 |
74 | 0.0227849 | 0.0455698 | 0.977215 |
75 | 0.0224817 | 0.0449635 | 0.977518 |
76 | 0.0176096 | 0.0352192 | 0.98239 |
77 | 0.0166399 | 0.0332798 | 0.98336 |
78 | 0.0149967 | 0.0299933 | 0.985003 |
79 | 0.0145062 | 0.0290124 | 0.985494 |
80 | 0.0126399 | 0.0252798 | 0.98736 |
81 | 0.00987107 | 0.0197421 | 0.990129 |
82 | 0.00786599 | 0.015732 | 0.992134 |
83 | 0.00716876 | 0.0143375 | 0.992831 |
84 | 0.00671481 | 0.0134296 | 0.993285 |
85 | 0.00708067 | 0.0141613 | 0.992919 |
86 | 0.0141368 | 0.0282735 | 0.985863 |
87 | 0.0309644 | 0.0619287 | 0.969036 |
88 | 0.0314931 | 0.0629862 | 0.968507 |
89 | 0.0332874 | 0.0665748 | 0.966713 |
90 | 0.0591471 | 0.118294 | 0.940853 |
91 | 0.0893649 | 0.17873 | 0.910635 |
92 | 0.112849 | 0.225698 | 0.887151 |
93 | 0.110644 | 0.221288 | 0.889356 |
94 | 0.0916661 | 0.183332 | 0.908334 |
95 | 0.0778512 | 0.155702 | 0.922149 |
96 | 0.0811924 | 0.162385 | 0.918808 |
97 | 0.0764397 | 0.152879 | 0.92356 |
98 | 0.112816 | 0.225632 | 0.887184 |
99 | 0.118386 | 0.236772 | 0.881614 |
100 | 0.135031 | 0.270061 | 0.864969 |
101 | 0.151135 | 0.30227 | 0.848865 |
102 | 0.13925 | 0.2785 | 0.86075 |
103 | 0.12694 | 0.253881 | 0.87306 |
104 | 0.121481 | 0.242961 | 0.878519 |
105 | 0.110522 | 0.221043 | 0.889478 |
106 | 0.117984 | 0.235968 | 0.882016 |
107 | 0.122108 | 0.244216 | 0.877892 |
108 | 0.106639 | 0.213279 | 0.893361 |
109 | 0.0871778 | 0.174356 | 0.912822 |
110 | 0.0771208 | 0.154242 | 0.922879 |
111 | 0.0628832 | 0.125766 | 0.937117 |
112 | 0.0577391 | 0.115478 | 0.942261 |
113 | 0.0455589 | 0.0911177 | 0.954441 |
114 | 0.0428664 | 0.0857327 | 0.957134 |
115 | 0.0381028 | 0.0762055 | 0.961897 |
116 | 0.0294724 | 0.0589448 | 0.970528 |
117 | 0.0240935 | 0.0481871 | 0.975906 |
118 | 0.0189116 | 0.0378232 | 0.981088 |
119 | 0.0149719 | 0.0299437 | 0.985028 |
120 | 0.0207683 | 0.0415366 | 0.979232 |
121 | 0.0171438 | 0.0342877 | 0.982856 |
122 | 0.016643 | 0.0332859 | 0.983357 |
123 | 0.0165926 | 0.0331853 | 0.983407 |
124 | 0.0122973 | 0.0245946 | 0.987703 |
125 | 0.0091857 | 0.0183714 | 0.990814 |
126 | 0.00724992 | 0.0144998 | 0.99275 |
127 | 0.00571261 | 0.0114252 | 0.994287 |
128 | 0.00661997 | 0.0132399 | 0.99338 |
129 | 0.00628568 | 0.0125714 | 0.993714 |
130 | 0.00580783 | 0.0116157 | 0.994192 |
131 | 0.00409163 | 0.00818326 | 0.995908 |
132 | 0.00304609 | 0.00609218 | 0.996954 |
133 | 0.00265183 | 0.00530367 | 0.997348 |
134 | 0.0026016 | 0.00520321 | 0.997398 |
135 | 0.00205158 | 0.00410317 | 0.997948 |
136 | 0.00250102 | 0.00500204 | 0.997499 |
137 | 0.00371391 | 0.00742782 | 0.996286 |
138 | 0.00359224 | 0.00718448 | 0.996408 |
139 | 0.00252121 | 0.00504243 | 0.997479 |
140 | 0.0066986 | 0.0133972 | 0.993301 |
141 | 0.00522972 | 0.0104594 | 0.99477 |
142 | 0.00454178 | 0.00908356 | 0.995458 |
143 | 0.00387264 | 0.00774527 | 0.996127 |
144 | 0.00482812 | 0.00965624 | 0.995172 |
145 | 0.00437087 | 0.00874175 | 0.995629 |
146 | 0.00297109 | 0.00594219 | 0.997029 |
147 | 0.00252384 | 0.00504769 | 0.997476 |
148 | 0.00169731 | 0.00339461 | 0.998303 |
149 | 0.00272539 | 0.00545077 | 0.997275 |
150 | 0.00237252 | 0.00474505 | 0.997627 |
151 | 0.00272527 | 0.00545053 | 0.997275 |
152 | 0.0036785 | 0.00735699 | 0.996322 |
153 | 0.0583313 | 0.116663 | 0.941669 |
154 | 0.0492541 | 0.0985083 | 0.950746 |
155 | 0.0571709 | 0.114342 | 0.942829 |
156 | 0.0560271 | 0.112054 | 0.943973 |
157 | 0.130515 | 0.261031 | 0.869485 |
158 | 0.0955114 | 0.191023 | 0.904489 |
159 | 0.471591 | 0.943183 | 0.528409 |
160 | 0.391405 | 0.782811 | 0.608595 |
161 | 0.357513 | 0.715025 | 0.642487 |
162 | 0.292503 | 0.585005 | 0.707497 |
163 | 0.427664 | 0.855328 | 0.572336 |
164 | 0.342938 | 0.685876 | 0.657062 |
165 | 0.398028 | 0.796057 | 0.601972 |
166 | 0.604944 | 0.790112 | 0.395056 |
167 | 0.869797 | 0.260406 | 0.130203 |
168 | 0.802251 | 0.395497 | 0.197749 |
169 | 0.859176 | 0.281648 | 0.140824 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 55 | 0.381944 | NOK |
5% type I error level | 94 | 0.652778 | NOK |
10% type I error level | 105 | 0.729167 | NOK |