Multiple Linear Regression - Estimated Regression Equation
status[t] = + 2.22086 -0.00166542`MDVP:Fo(Hz)`[t] -9.24141e-05`MDVP:Fhi(Hz)`[t] -0.001652`MDVP:Flo(Hz)`[t] -198.749`MDVP:Jitter(%)`[t] -1002.65`MDVP:RAP`[t] -25.6859`MDVP:PPQ`[t] + 438.531`Jitter:DDP`[t] + 22.4255`MDVP:Shimmer`[t] + 0.609317`MDVP:Shimmer(dB)`[t] -227.898`Shimmer:APQ3`[t] -27.8488`Shimmer:APQ5`[t] + 1.0568`MDVP:APQ`[t] + 70.7339`Shimmer:DDA`[t] -2.56541NHR[t] -0.0176013HNR[t] -1.06253RPDE[t] + 0.441091DFA[t] + 0.139239spread1[t] + 1.26289spread2[t] + 0.058223D2[t] + 0.962396PPE[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2.220861.156751.920.05651290.0282565
`MDVP:Fo(Hz)`-0.001665420.00112881-1.4750.1419270.0709635
`MDVP:Fhi(Hz)`-9.24141e-050.000319035-0.28970.7724170.386209
`MDVP:Flo(Hz)`-0.0016520.000784526-2.1060.03667080.0183354
`MDVP:Jitter(%)`-198.74959.6504-3.3320.001054680.000527339
`MDVP:RAP`-1002.659312.65-0.10770.9143860.457193
`MDVP:PPQ`-25.685987.0557-0.29510.7683090.384154
`Jitter:DDP`438.5313105.230.14120.8878580.443929
`MDVP:Shimmer`22.425533.51450.66910.5043050.252153
`MDVP:Shimmer(dB)`0.6093171.196450.50930.6112120.305606
`Shimmer:APQ3`-227.8988914.82-0.025560.9796350.489817
`Shimmer:APQ5`-27.848819.9929-1.3930.1654280.082714
`MDVP:APQ`1.05689.234330.11440.9090190.45451
`Shimmer:DDA`70.73392971.040.023810.9810330.490517
NHR-2.565411.97706-1.2980.1961560.098078
HNR-0.01760130.0140749-1.2510.212790.106395
RPDE-1.062530.433804-2.4490.01530890.00765447
DFA0.4410910.7286090.60540.5457140.272857
spread10.1392390.09634061.4450.1501880.0750938
spread21.262890.4773212.6460.008901230.00445062
D20.0582230.1135120.51290.6086580.304329
PPE0.9623961.316440.73110.4657330.232866


Multiple Linear Regression - Regression Statistics
Multiple R0.700873
R-squared0.491223
Adjusted R-squared0.429464
F-TEST (value)7.95385
F-TEST (DF numerator)21
F-TEST (DF denominator)173
p-value2.22045e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.326214
Sum Squared Residuals18.4099


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
110.9588790.0411208
211.06218-0.0621753
310.9877430.0122572
411.09203-0.0920253
510.8867120.113288
610.9410990.0589013
710.7737180.226282
810.5634370.436563
910.9999059.47239e-05
1011.18078-0.180781
1111.14753-0.147533
1211.26191-0.261909
1310.4353120.564688
1410.8902830.109717
1510.6916690.308331
1610.6925970.307403
1710.5516960.448304
1811.29349-0.293492
1911.30714-0.307136
2010.9611140.0388859
2111.04418-0.0441791
2210.9106950.0893049
2311.1245-0.124502
2410.8741540.125846
2510.8300660.169934
2610.9620520.0379482
2710.8246630.175337
2810.7864480.213552
2910.659820.34018
3010.6943350.305665
3100.277616-0.277616
3200.146771-0.146771
3300.183047-0.183047
3400.127774-0.127774
3500.0924532-0.0924532
3600.212884-0.212884
3710.7975290.202471
3810.8206110.179389
3910.6098430.390157
4010.7623350.237665
4110.6340350.365965
4210.4329050.567095
4300.261246-0.261246
4400.216908-0.216908
4500.0430149-0.0430149
4600.107751-0.107751
4700.072201-0.072201
480-0.02015990.0201599
4900.332225-0.332225
5000.41673-0.41673
5100.394788-0.394788
5200.451442-0.451442
5300.39317-0.39317
5400.553351-0.553351
5510.8422550.157745
5610.8116480.188352
5710.8744030.125597
5810.7562920.243708
5910.7943690.205631
6010.6929740.307026
6100.376374-0.376374
6200.282495-0.282495
6300.267731-0.267731
6400.217911-0.217911
6500.145804-0.145804
6600.309337-0.309337
6710.9254850.0745148
6810.9049660.0950339
6910.9096590.0903406
7010.9362120.0637881
7110.8697960.130204
7211.09437-0.0943678
7310.8680720.131928
7410.9438740.0561258
7511.02599-0.0259891
7611.089-0.089003
7711.08112-0.0811183
7810.9882090.0117909
7910.9622080.0377917
8011.18105-0.181054
8111.18996-0.189961
8211.14011-0.140105
8311.02079-0.0207864
8410.6816660.318334
8511.06974-0.0697351
8610.858780.14122
8710.7120190.287981
8810.9385890.0614113
8911.00435-0.00434516
9011.21076-0.210762
9111.12483-0.124827
9210.7868510.213149
9310.7173910.282609
9410.8644590.135541
9510.7691080.230892
9610.735640.26436
9710.8006890.199311
9811.0226-0.0226049
9910.8264080.173592
10010.9267160.0732844
10110.9877250.0122753
10210.9928310.0071694
10310.9781830.0218175
10410.5981670.401833
10510.5721490.427851
10610.5636840.436316
10710.5171080.482892
10810.6991030.300897
10910.60580.3942
11010.8820590.117941
11111.01868-0.0186822
11210.5894620.410538
11310.7526290.247371
11410.7011380.298862
11510.8084620.191538
11610.8698340.130166
11710.7216030.278397
11811.03216-0.0321553
11910.8942720.105728
12010.7622870.237713
12110.577450.42255
12210.9784410.0215593
12310.9631610.0368388
12410.7004750.299525
12510.5885950.411405
12610.6075260.392474
12710.6093490.390651
12810.6226860.377314
12910.4124750.587525
13010.7307480.269252
13110.7922510.207749
13210.8461260.153874
13311.03573-0.0357308
13410.6338730.366127
13510.9747220.0252776
13610.9458050.0541946
13711.15434-0.154342
13811.13068-0.130677
13910.949510.0504895
14010.7713370.228663
14110.8885670.111433
14210.8409280.159072
14310.7238940.276106
14410.6979840.302016
14510.5478330.452167
14610.8741660.125834
14711.36837-0.368368
14811.14904-0.149039
14911.20523-0.205234
15010.8748410.125159
15110.9462960.0537041
15210.9570640.0429361
15310.9031830.0968168
15410.8699140.130086
15510.8914860.108514
15610.9863540.013646
15710.7822980.217702
15811.27236-0.272363
15910.961570.03843
16010.8659910.134009
16111.13908-0.139083
16211.05207-0.0520697
16310.9480210.0519792
16410.7903780.209622
16511.41476-0.414764
16600.46071-0.46071
16700.225599-0.225599
16800.108001-0.108001
16900.929984-0.929984
17000.226851-0.226851
17100.11335-0.11335
17200.784201-0.784201
17300.82241-0.82241
17400.859406-0.859406
17500.858-0.858
17600.820521-0.820521
17700.762932-0.762932
17810.6440630.355937
17910.7019820.298018
18010.9465030.0534972
18110.7801750.219825
18210.8831140.116886
18310.7091650.290835
18400.60716-0.60716
18500.654041-0.654041
18600.596412-0.596412
18700.428782-0.428782
18800.458572-0.458572
18900.424374-0.424374
19000.404643-0.404643
19100.657962-0.657962
19200.713377-0.713377
1930-0.1892870.189287
19400.273958-0.273958
19500.545086-0.545086


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
256.34187e-481.26837e-471
261.96153e-693.92305e-691
272.97047e-795.94094e-791
283.21255e-936.4251e-931
297.14024e-1101.42805e-1091
309.14376e-1261.82875e-1251
310.0001161230.0002322470.999884
323.04286e-056.08572e-050.99997
337.54628e-061.50926e-050.999992
341.99562e-063.99125e-060.999998
355.70619e-071.14124e-060.999999
361.5393e-073.07859e-071
370.0001743230.0003486450.999826
389.81505e-050.0001963010.999902
390.000441510.0008830210.999558
400.0005775830.001155170.999422
410.0006389250.001277850.999361
420.0003687380.0007374770.999631
430.0003272070.0006544150.999673
440.0001686790.0003373580.999831
458.78419e-050.0001756840.999912
464.08291e-058.16581e-050.999959
472.19698e-054.39396e-050.999978
482.40184e-054.80368e-050.999976
490.0001151810.0002303630.999885
508.95687e-050.0001791370.99991
516.09298e-050.000121860.999939
524.12657e-058.25313e-050.999959
532.84817e-055.69633e-050.999972
543.14456e-056.28913e-050.999969
553.24672e-056.49345e-050.999968
563.96268e-057.92536e-050.99996
572.2127e-054.42539e-050.999978
581.53253e-053.06507e-050.999985
598.45358e-061.69072e-050.999992
604.52178e-069.04355e-060.999995
610.0002418940.0004837880.999758
620.0003437160.0006874330.999656
630.0005650950.001130190.999435
640.000655130.001310260.999345
650.0005699420.001139880.99943
660.0008225590.001645120.999177
670.0006214860.001242970.999379
680.000396790.0007935790.999603
690.0005286270.001057250.999471
700.0003474530.0006949050.999653
710.000214820.000429640.999785
720.0001472260.0002944520.999853
739.00305e-050.0001800610.99991
740.0001591960.0003183920.999841
750.0001708450.000341690.999829
760.0001396570.0002793140.99986
779.21594e-050.0001843190.999908
787.07322e-050.0001414640.999929
794.30886e-058.61771e-050.999957
803.37239e-056.74478e-050.999966
812.61668e-055.23336e-050.999974
821.56784e-053.13569e-050.999984
831.01674e-052.03348e-050.99999
846.95312e-061.39062e-050.999993
854.875e-069.75e-060.999995
866.86977e-061.37395e-050.999993
878.51978e-061.70396e-050.999991
885.35024e-061.07005e-050.999995
893.87256e-067.74511e-060.999996
904.30972e-068.61943e-060.999996
914.42581e-068.85163e-060.999996
926.11671e-061.22334e-050.999994
934.1713e-068.3426e-060.999996
942.69237e-065.38475e-060.999997
951.87101e-063.74202e-060.999998
961.32682e-062.65364e-060.999999
978.62464e-071.72493e-060.999999
984.82047e-079.64094e-071
992.81379e-075.62758e-071
1001.71976e-073.43951e-071
1011.29435e-072.5887e-071
1021.08579e-072.17158e-071
1038.9713e-081.79426e-071
1041.21314e-072.42627e-071
1052.16348e-074.32696e-071
1063.80022e-077.60044e-071
1071.02934e-062.05868e-060.999999
1087.40439e-071.48088e-060.999999
1091.88073e-063.76147e-060.999998
1102.05092e-064.10184e-060.999998
1111.22972e-062.45943e-060.999999
1122.92687e-065.85374e-060.999997
1132.66019e-065.32039e-060.999997
1142.83767e-065.67533e-060.999997
1152.94293e-065.88585e-060.999997
1161.99119e-063.98238e-060.999998
1172.9511e-065.9022e-060.999997
1181.7526e-063.50521e-060.999998
1191.13158e-062.26315e-060.999999
1201.92724e-063.85447e-060.999998
1215.89234e-061.17847e-050.999994
1221.45314e-052.90628e-050.999985
1238.91796e-061.78359e-050.999991
1246.45344e-061.29069e-050.999994
1255.98085e-061.19617e-050.999994
1266.78617e-061.35723e-050.999993
1271.27741e-052.55481e-050.999987
1280.0001618230.0003236450.999838
1290.0003507030.0007014050.999649
1300.0006863750.001372750.999314
1310.0007275760.001455150.999272
1320.0005401510.00108030.99946
1330.0005478540.001095710.999452
1340.002532110.005064210.997468
1350.00223020.00446040.99777
1360.002178640.004357280.997821
1370.00258090.00516180.997419
1380.002355570.004711130.997644
1390.00162640.003252810.998374
1400.001832620.003665240.998167
1410.001373850.002747710.998626
1420.001926190.003852380.998074
1430.001479890.002959790.99852
1440.006189760.01237950.99381
1450.005300960.01060190.994699
1460.004444860.008889710.995555
1470.003292170.006584340.996708
1480.002126620.004253240.997873
1490.001661620.003323240.998338
1500.001221490.002442980.998779
1510.001658090.003316180.998342
1520.01200010.02400020.988
1530.04943420.09886850.950566
1540.05247530.1049510.947525
1550.04550260.09100520.954497
1560.03414880.06829760.965851
1570.1262460.2524920.873754
1580.1158740.2317480.884126
1590.3765750.7531510.623425
1600.3110.6220.689
1610.2473060.4946120.752694
1620.1912570.3825150.808743
1630.1977150.3954310.802285
1640.2092760.4185510.790724
1650.5427080.9145840.457292
1660.6289270.7421460.371073
1670.9240990.1518020.075901
1680.9762530.04749310.0237466
1690.9907150.01856940.00928468
1700.9639420.07211620.0360581


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1250.856164NOK
5% type I error level1300.890411NOK
10% type I error level1340.917808NOK