Multiple Linear Regression - Estimated Regression Equation |
status[t] = + 1.74908 + 0.144583spread1[t] + 0.851073spread2[t] -0.000639428`MDVP:Fo(Hz)`[t] -0.000473352`MDVP:Fhi(Hz)`[t] -0.00149778`MDVP:Flo(Hz)`[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) | 1.74908 | 0.242754 | 7.205 | 1.34317e-11 | 6.71586e-12 |
spread1 | 0.144583 | 0.0323338 | 4.472 | 1.33729e-05 | 6.68643e-06 |
spread2 | 0.851073 | 0.392604 | 2.168 | 0.031427 | 0.0157135 |
`MDVP:Fo(Hz)` | -0.000639428 | 0.000855705 | -0.7473 | 0.455839 | 0.22792 |
`MDVP:Fhi(Hz)` | -0.000473352 | 0.000303402 | -1.56 | 0.120398 | 0.060199 |
`MDVP:Flo(Hz)` | -0.00149778 | 0.000738065 | -2.029 | 0.0438268 | 0.0219134 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.615191 |
R-squared | 0.37846 |
Adjusted R-squared | 0.362017 |
F-TEST (value) | 23.0167 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 189 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.344958 |
Sum Squared Residuals | 22.4902 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1.01648 | -0.0164817 |
2 | 1 | 1.12639 | -0.126385 |
3 | 1 | 1.06775 | -0.0677493 |
4 | 1 | 1.13148 | -0.131476 |
5 | 1 | 1.09977 | -0.0997721 |
6 | 1 | 1.0806 | -0.0806036 |
7 | 1 | 0.83992 | 0.16008 |
8 | 1 | 0.734955 | 0.265045 |
9 | 1 | 0.971869 | 0.0281312 |
10 | 1 | 1.04763 | -0.047628 |
11 | 1 | 1.08729 | -0.0872939 |
12 | 1 | 1.09848 | -0.0984785 |
13 | 1 | 0.572683 | 0.427317 |
14 | 1 | 0.859275 | 0.140725 |
15 | 1 | 0.751094 | 0.248906 |
16 | 1 | 0.837484 | 0.162516 |
17 | 1 | 0.78512 | 0.21488 |
18 | 1 | 1.36388 | -0.363881 |
19 | 1 | 1.19881 | -0.198813 |
20 | 1 | 0.976521 | 0.0234785 |
21 | 1 | 1.10506 | -0.105058 |
22 | 1 | 0.904133 | 0.0958668 |
23 | 1 | 1.02894 | -0.0289409 |
24 | 1 | 0.837645 | 0.162355 |
25 | 1 | 0.818852 | 0.181148 |
26 | 1 | 0.864022 | 0.135978 |
27 | 1 | 0.726563 | 0.273437 |
28 | 1 | 0.694091 | 0.305909 |
29 | 1 | 0.630763 | 0.369237 |
30 | 1 | 0.654171 | 0.345829 |
31 | 0 | 0.326147 | -0.326147 |
32 | 0 | 0.271545 | -0.271545 |
33 | 0 | 0.358327 | -0.358327 |
34 | 0 | 0.263684 | -0.263684 |
35 | 0 | 0.212797 | -0.212797 |
36 | 0 | 0.247781 | -0.247781 |
37 | 1 | 0.588809 | 0.411191 |
38 | 1 | 0.602297 | 0.397703 |
39 | 1 | 0.523624 | 0.476376 |
40 | 1 | 0.632818 | 0.367182 |
41 | 1 | 0.48052 | 0.51948 |
42 | 1 | 0.323778 | 0.676222 |
43 | 0 | 0.169958 | -0.169958 |
44 | 0 | 0.281193 | -0.281193 |
45 | 0 | 0.184033 | -0.184033 |
46 | 0 | 0.207119 | -0.207119 |
47 | 0 | 0.194765 | -0.194765 |
48 | 0 | 0.302789 | -0.302789 |
49 | 0 | 0.732376 | -0.732376 |
50 | 0 | 0.725444 | -0.725444 |
51 | 0 | 0.684645 | -0.684645 |
52 | 0 | 0.717185 | -0.717185 |
53 | 0 | 0.584094 | -0.584094 |
54 | 0 | 0.663723 | -0.663723 |
55 | 1 | 0.964382 | 0.035618 |
56 | 1 | 1.02475 | -0.024749 |
57 | 1 | 1.0227 | -0.0226969 |
58 | 1 | 1.0278 | -0.0277962 |
59 | 1 | 1.02618 | -0.0261812 |
60 | 1 | 0.912718 | 0.0872823 |
61 | 0 | 0.378186 | -0.378186 |
62 | 0 | 0.364305 | -0.364305 |
63 | 0 | 0.264077 | -0.264077 |
64 | 0 | 0.125063 | -0.125063 |
65 | 0 | 0.116312 | -0.116312 |
66 | 0 | 0.267563 | -0.267563 |
67 | 1 | 0.894288 | 0.105712 |
68 | 1 | 0.888967 | 0.111033 |
69 | 1 | 0.762491 | 0.237509 |
70 | 1 | 0.67414 | 0.32586 |
71 | 1 | 0.790909 | 0.209091 |
72 | 1 | 0.918201 | 0.0817993 |
73 | 1 | 0.882264 | 0.117736 |
74 | 1 | 0.720377 | 0.279623 |
75 | 1 | 0.860443 | 0.139557 |
76 | 1 | 0.939163 | 0.0608372 |
77 | 1 | 0.901479 | 0.0985206 |
78 | 1 | 0.892837 | 0.107163 |
79 | 1 | 0.97731 | 0.02269 |
80 | 1 | 1.01742 | -0.0174199 |
81 | 1 | 0.999447 | 0.000553014 |
82 | 1 | 0.942945 | 0.0570551 |
83 | 1 | 0.888145 | 0.111855 |
84 | 1 | 0.701358 | 0.298642 |
85 | 1 | 0.953138 | 0.0468624 |
86 | 1 | 0.756554 | 0.243446 |
87 | 1 | 0.693238 | 0.306762 |
88 | 1 | 0.798149 | 0.201851 |
89 | 1 | 0.844978 | 0.155022 |
90 | 1 | 0.996647 | 0.00335342 |
91 | 1 | 1.1075 | -0.107504 |
92 | 1 | 0.603404 | 0.396596 |
93 | 1 | 0.577236 | 0.422764 |
94 | 1 | 0.718779 | 0.281221 |
95 | 1 | 0.72004 | 0.27996 |
96 | 1 | 0.597471 | 0.402529 |
97 | 1 | 0.588279 | 0.411721 |
98 | 1 | 1.07154 | -0.0715441 |
99 | 1 | 0.884133 | 0.115867 |
100 | 1 | 1.11466 | -0.114663 |
101 | 1 | 1.11436 | -0.114361 |
102 | 1 | 1.13878 | -0.13878 |
103 | 1 | 1.04094 | -0.0409401 |
104 | 1 | 0.548438 | 0.451562 |
105 | 1 | 0.477107 | 0.522893 |
106 | 1 | 0.5446 | 0.4554 |
107 | 1 | 0.504218 | 0.495782 |
108 | 1 | 0.634769 | 0.365231 |
109 | 1 | 0.540819 | 0.459181 |
110 | 1 | 0.798578 | 0.201422 |
111 | 1 | 0.838386 | 0.161614 |
112 | 1 | 0.434637 | 0.565363 |
113 | 1 | 0.70489 | 0.29511 |
114 | 1 | 0.577941 | 0.422059 |
115 | 1 | 0.55382 | 0.44618 |
116 | 1 | 0.862112 | 0.137888 |
117 | 1 | 0.688342 | 0.311658 |
118 | 1 | 0.960326 | 0.0396738 |
119 | 1 | 0.926722 | 0.0732783 |
120 | 1 | 0.892605 | 0.107395 |
121 | 1 | 0.651224 | 0.348776 |
122 | 1 | 0.966898 | 0.0331019 |
123 | 1 | 0.792493 | 0.207507 |
124 | 1 | 0.754733 | 0.245267 |
125 | 1 | 0.699853 | 0.300147 |
126 | 1 | 0.741761 | 0.258239 |
127 | 1 | 0.719039 | 0.280961 |
128 | 1 | 0.685332 | 0.314668 |
129 | 1 | 0.583007 | 0.416993 |
130 | 1 | 0.768993 | 0.231007 |
131 | 1 | 0.747664 | 0.252336 |
132 | 1 | 0.756854 | 0.243146 |
133 | 1 | 0.914659 | 0.0853407 |
134 | 1 | 0.669886 | 0.330114 |
135 | 1 | 0.99433 | 0.00567006 |
136 | 1 | 0.962887 | 0.0371129 |
137 | 1 | 1.07423 | -0.0742304 |
138 | 1 | 1.05007 | -0.0500705 |
139 | 1 | 0.907249 | 0.0927512 |
140 | 1 | 0.798164 | 0.201836 |
141 | 1 | 1.03874 | -0.0387429 |
142 | 1 | 0.822044 | 0.177956 |
143 | 1 | 0.75261 | 0.24739 |
144 | 1 | 0.709394 | 0.290606 |
145 | 1 | 0.560522 | 0.439478 |
146 | 1 | 0.854954 | 0.145046 |
147 | 1 | 1.19912 | -0.199117 |
148 | 1 | 0.971887 | 0.0281134 |
149 | 1 | 1.07459 | -0.0745914 |
150 | 1 | 0.602075 | 0.397925 |
151 | 1 | 0.94677 | 0.0532299 |
152 | 1 | 1.29822 | -0.298223 |
153 | 1 | 1.14333 | -0.143326 |
154 | 1 | 0.964517 | 0.0354826 |
155 | 1 | 1.01571 | -0.0157108 |
156 | 1 | 1.12897 | -0.128968 |
157 | 1 | 0.871863 | 0.128137 |
158 | 1 | 1.21926 | -0.219258 |
159 | 1 | 0.954623 | 0.0453774 |
160 | 1 | 0.837927 | 0.162073 |
161 | 1 | 0.97261 | 0.0273903 |
162 | 1 | 0.878586 | 0.121414 |
163 | 1 | 0.886423 | 0.113577 |
164 | 1 | 0.814191 | 0.185809 |
165 | 1 | 1.40154 | -0.401536 |
166 | 0 | 0.490385 | -0.490385 |
167 | 0 | 0.273964 | -0.273964 |
168 | 0 | 0.151496 | -0.151496 |
169 | 0 | 0.694334 | -0.694334 |
170 | 0 | 0.175972 | -0.175972 |
171 | 0 | 0.194857 | -0.194857 |
172 | 0 | 0.727659 | -0.727659 |
173 | 0 | 0.758372 | -0.758372 |
174 | 0 | 0.780302 | -0.780302 |
175 | 0 | 0.782057 | -0.782057 |
176 | 0 | 0.760087 | -0.760087 |
177 | 0 | 0.673413 | -0.673413 |
178 | 1 | 0.598084 | 0.401916 |
179 | 1 | 0.613487 | 0.386513 |
180 | 1 | 0.757519 | 0.242481 |
181 | 1 | 0.609373 | 0.390627 |
182 | 1 | 0.72452 | 0.27548 |
183 | 1 | 0.544607 | 0.455393 |
184 | 0 | 0.806341 | -0.806341 |
185 | 0 | 0.846662 | -0.846662 |
186 | 0 | 0.750927 | -0.750927 |
187 | 0 | 0.465813 | -0.465813 |
188 | 0 | 0.438237 | -0.438237 |
189 | 0 | 0.64686 | -0.64686 |
190 | 0 | 0.512014 | -0.512014 |
191 | 0 | 0.545608 | -0.545608 |
192 | 0 | 0.575621 | -0.575621 |
193 | 0 | 0.566053 | -0.566053 |
194 | 0 | 0.523304 | -0.523304 |
195 | 0 | 0.706742 | -0.706742 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 3.42561e-51 | 6.85121e-51 | 1 |
10 | 5.05735e-68 | 1.01147e-67 | 1 |
11 | 5.15362e-83 | 1.03072e-82 | 1 |
12 | 1.75905e-96 | 3.51809e-96 | 1 |
13 | 3.4637e-130 | 6.92741e-130 | 1 |
14 | 8.87868e-123 | 1.77574e-122 | 1 |
15 | 5.1483e-137 | 1.02966e-136 | 1 |
16 | 0 | 0 | 1 |
17 | 3.92241e-181 | 7.84482e-181 | 1 |
18 | 5.34956e-181 | 1.06991e-180 | 1 |
19 | 1.0477e-196 | 2.09539e-196 | 1 |
20 | 1.03097e-224 | 2.06193e-224 | 1 |
21 | 8.70749e-260 | 1.7415e-259 | 1 |
22 | 4.38934e-240 | 8.77869e-240 | 1 |
23 | 1.71284e-259 | 3.42567e-259 | 1 |
24 | 1.73024e-270 | 3.46047e-270 | 1 |
25 | 2.97134e-297 | 5.94268e-297 | 1 |
26 | 0 | 0 | 1 |
27 | 0 | 0 | 1 |
28 | 0 | 0 | 1 |
29 | 0 | 0 | 1 |
30 | 0 | 0 | 1 |
31 | 8.06959e-09 | 1.61392e-08 | 1 |
32 | 1.69231e-08 | 3.38462e-08 | 1 |
33 | 1.66285e-08 | 3.32569e-08 | 1 |
34 | 6.77887e-09 | 1.35577e-08 | 1 |
35 | 2.49536e-09 | 4.99071e-09 | 1 |
36 | 9.3968e-10 | 1.87936e-09 | 1 |
37 | 7.24455e-07 | 1.44891e-06 | 0.999999 |
38 | 8.68912e-06 | 1.73782e-05 | 0.999991 |
39 | 0.000112398 | 0.000224796 | 0.999888 |
40 | 0.000501691 | 0.00100338 | 0.999498 |
41 | 0.00165808 | 0.00331616 | 0.998342 |
42 | 0.002653 | 0.00530599 | 0.997347 |
43 | 0.00237081 | 0.00474162 | 0.997629 |
44 | 0.00183419 | 0.00366839 | 0.998166 |
45 | 0.00138296 | 0.00276592 | 0.998617 |
46 | 0.00102266 | 0.00204531 | 0.998977 |
47 | 0.000682568 | 0.00136514 | 0.999317 |
48 | 0.000505686 | 0.00101137 | 0.999494 |
49 | 0.00684728 | 0.0136946 | 0.993153 |
50 | 0.0296731 | 0.0593462 | 0.970327 |
51 | 0.0695742 | 0.139148 | 0.930426 |
52 | 0.11639 | 0.232779 | 0.88361 |
53 | 0.164436 | 0.328871 | 0.835564 |
54 | 0.222067 | 0.444134 | 0.777933 |
55 | 0.195167 | 0.390334 | 0.804833 |
56 | 0.170081 | 0.340162 | 0.829919 |
57 | 0.143833 | 0.287666 | 0.856167 |
58 | 0.119475 | 0.238949 | 0.880525 |
59 | 0.0975418 | 0.195084 | 0.902458 |
60 | 0.0889549 | 0.17791 | 0.911045 |
61 | 0.148006 | 0.296011 | 0.851994 |
62 | 0.171457 | 0.342915 | 0.828543 |
63 | 0.163535 | 0.32707 | 0.836465 |
64 | 0.144968 | 0.289935 | 0.855032 |
65 | 0.12614 | 0.252279 | 0.87386 |
66 | 0.127234 | 0.254468 | 0.872766 |
67 | 0.107983 | 0.215967 | 0.892017 |
68 | 0.0900759 | 0.180152 | 0.909924 |
69 | 0.0798869 | 0.159774 | 0.920113 |
70 | 0.0760066 | 0.152013 | 0.923993 |
71 | 0.0653809 | 0.130762 | 0.934619 |
72 | 0.0530817 | 0.106163 | 0.946918 |
73 | 0.0482657 | 0.0965314 | 0.951734 |
74 | 0.0437423 | 0.0874846 | 0.956258 |
75 | 0.0352533 | 0.0705065 | 0.964747 |
76 | 0.0290043 | 0.0580086 | 0.970996 |
77 | 0.0248265 | 0.049653 | 0.975174 |
78 | 0.0196017 | 0.0392033 | 0.980398 |
79 | 0.0149547 | 0.0299093 | 0.985045 |
80 | 0.0113416 | 0.0226832 | 0.988658 |
81 | 0.00931579 | 0.0186316 | 0.990684 |
82 | 0.00697481 | 0.0139496 | 0.993025 |
83 | 0.00532397 | 0.0106479 | 0.994676 |
84 | 0.00460502 | 0.00921004 | 0.995395 |
85 | 0.00352804 | 0.00705609 | 0.996472 |
86 | 0.00373488 | 0.00746975 | 0.996265 |
87 | 0.00454685 | 0.00909371 | 0.995453 |
88 | 0.00380003 | 0.00760006 | 0.9962 |
89 | 0.00296371 | 0.00592741 | 0.997036 |
90 | 0.00215051 | 0.00430102 | 0.997849 |
91 | 0.00157705 | 0.0031541 | 0.998423 |
92 | 0.00194572 | 0.00389144 | 0.998054 |
93 | 0.00222743 | 0.00445486 | 0.997773 |
94 | 0.00199134 | 0.00398267 | 0.998009 |
95 | 0.0017727 | 0.00354541 | 0.998227 |
96 | 0.00209406 | 0.00418812 | 0.997906 |
97 | 0.00251466 | 0.00502932 | 0.997485 |
98 | 0.0018634 | 0.0037268 | 0.998137 |
99 | 0.0013904 | 0.00278081 | 0.99861 |
100 | 0.00107372 | 0.00214745 | 0.998926 |
101 | 0.000794833 | 0.00158967 | 0.999205 |
102 | 0.000588297 | 0.00117659 | 0.999412 |
103 | 0.00062243 | 0.00124486 | 0.999378 |
104 | 0.000779269 | 0.00155854 | 0.999221 |
105 | 0.00116428 | 0.00232855 | 0.998836 |
106 | 0.0014465 | 0.002893 | 0.998554 |
107 | 0.00198542 | 0.00397084 | 0.998015 |
108 | 0.00204896 | 0.00409792 | 0.997951 |
109 | 0.00256515 | 0.00513029 | 0.997435 |
110 | 0.00210714 | 0.00421427 | 0.997893 |
111 | 0.00167308 | 0.00334616 | 0.998327 |
112 | 0.00319575 | 0.0063915 | 0.996804 |
113 | 0.003171 | 0.006342 | 0.996829 |
114 | 0.0039607 | 0.0079214 | 0.996039 |
115 | 0.00506657 | 0.0101331 | 0.994933 |
116 | 0.00403135 | 0.0080627 | 0.995969 |
117 | 0.00375088 | 0.00750176 | 0.996249 |
118 | 0.00277128 | 0.00554257 | 0.997229 |
119 | 0.00204086 | 0.00408172 | 0.997959 |
120 | 0.00154105 | 0.0030821 | 0.998459 |
121 | 0.00169535 | 0.0033907 | 0.998305 |
122 | 0.00124555 | 0.0024911 | 0.998754 |
123 | 0.00109941 | 0.00219881 | 0.998901 |
124 | 0.00110003 | 0.00220006 | 0.9989 |
125 | 0.00124723 | 0.00249446 | 0.998753 |
126 | 0.0014181 | 0.00283619 | 0.998582 |
127 | 0.00208722 | 0.00417444 | 0.997913 |
128 | 0.00388167 | 0.00776334 | 0.996118 |
129 | 0.00511749 | 0.010235 | 0.994883 |
130 | 0.00492082 | 0.00984164 | 0.995079 |
131 | 0.00486641 | 0.00973281 | 0.995134 |
132 | 0.00462541 | 0.00925082 | 0.995375 |
133 | 0.00373953 | 0.00747906 | 0.99626 |
134 | 0.0046686 | 0.0093372 | 0.995331 |
135 | 0.00337448 | 0.00674895 | 0.996626 |
136 | 0.00241176 | 0.00482352 | 0.997588 |
137 | 0.00171277 | 0.00342555 | 0.998287 |
138 | 0.00120223 | 0.00240446 | 0.998798 |
139 | 0.000863212 | 0.00172642 | 0.999137 |
140 | 0.00080112 | 0.00160224 | 0.999199 |
141 | 0.000541461 | 0.00108292 | 0.999459 |
142 | 0.00052865 | 0.0010573 | 0.999471 |
143 | 0.00047834 | 0.00095668 | 0.999522 |
144 | 0.000956848 | 0.0019137 | 0.999043 |
145 | 0.00168847 | 0.00337695 | 0.998312 |
146 | 0.00227185 | 0.0045437 | 0.997728 |
147 | 0.0017503 | 0.0035006 | 0.99825 |
148 | 0.00121614 | 0.00243228 | 0.998784 |
149 | 0.00082914 | 0.00165828 | 0.999171 |
150 | 0.00118653 | 0.00237306 | 0.998813 |
151 | 0.0008716 | 0.0017432 | 0.999128 |
152 | 0.000835735 | 0.00167147 | 0.999164 |
153 | 0.000710579 | 0.00142116 | 0.999289 |
154 | 0.000537226 | 0.00107445 | 0.999463 |
155 | 0.000453445 | 0.000906891 | 0.999547 |
156 | 0.00032661 | 0.000653221 | 0.999673 |
157 | 0.000342414 | 0.000684828 | 0.999658 |
158 | 0.000230175 | 0.00046035 | 0.99977 |
159 | 0.000176501 | 0.000353002 | 0.999823 |
160 | 0.000183145 | 0.000366289 | 0.999817 |
161 | 0.000194703 | 0.000389405 | 0.999805 |
162 | 0.000217289 | 0.000434579 | 0.999783 |
163 | 0.000331561 | 0.000663122 | 0.999668 |
164 | 0.000832637 | 0.00166527 | 0.999167 |
165 | 0.000592279 | 0.00118456 | 0.999408 |
166 | 0.000599737 | 0.00119947 | 0.9994 |
167 | 0.000710347 | 0.00142069 | 0.99929 |
168 | 0.000916387 | 0.00183277 | 0.999084 |
169 | 0.00119178 | 0.00238356 | 0.998808 |
170 | 0.00169835 | 0.00339671 | 0.998302 |
171 | 0.999516 | 0.000967104 | 0.000483552 |
172 | 0.999805 | 0.000389393 | 0.000194697 |
173 | 0.999704 | 0.00059219 | 0.000296095 |
174 | 0.999518 | 0.000964563 | 0.000482281 |
175 | 0.999489 | 0.00102116 | 0.00051058 |
176 | 0.999903 | 0.000193278 | 9.66389e-05 |
177 | 0.999868 | 0.000264574 | 0.000132287 |
178 | 0.999754 | 0.000491981 | 0.00024599 |
179 | 0.999318 | 0.00136422 | 0.000682109 |
180 | 0.998838 | 0.0023235 | 0.00116175 |
181 | 0.996956 | 0.00608724 | 0.00304362 |
182 | 0.992971 | 0.0140578 | 0.00702889 |
183 | 1 | 0 | 0 |
184 | 1 | 0 | 0 |
185 | 1 | 0 | 0 |
186 | 1 | 0 | 0 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 140 | 0.786517 | NOK |
5% type I error level | 151 | 0.848315 | NOK |
10% type I error level | 156 | 0.876404 | NOK |