Multiple Linear Regression - Estimated Regression Equation |
tip[t] = + 125.473162851457 -0.166433095863777wrk[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) | 125.473162851457 | 7.238963 | 17.333 | 0 | 0 |
wrk | -0.166433095863777 | 0.058681 | -2.8362 | 0.006246 | 0.003123 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.346385423504831 |
R-squared | 0.119982861616621 |
Adjusted R-squared | 0.105067316898258 |
F-TEST (value) | 8.04414883144772 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 59 |
p-value | 0.00624551065182088 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 8.62127595594055 |
Sum Squared Residuals | 4385.25754740024 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 95.1 | 102.838261813984 | -7.73826181398391 |
2 | 97 | 103.337561101575 | -6.33756110157521 |
3 | 112.7 | 104.502592772622 | 8.19740722737837 |
4 | 102.9 | 105.501191347804 | -2.60119134780429 |
5 | 97.4 | 106.499789922987 | -9.09978992298695 |
6 | 111.4 | 106.166923731259 | 5.23307626874061 |
7 | 87.4 | 100.008899184300 | -12.6088991842997 |
8 | 96.8 | 98.5110013215257 | -1.71100132152569 |
9 | 114.1 | 98.6774344173895 | 15.4225655826105 |
10 | 110.3 | 100.674631567755 | 9.62536843224522 |
11 | 103.9 | 102.338962526393 | 1.56103747360747 |
12 | 101.6 | 103.004694909848 | -1.40469490984765 |
13 | 94.6 | 103.836860389167 | -9.23686038916654 |
14 | 95.9 | 104.336159676758 | -8.43615967675785 |
15 | 104.7 | 105.168325156077 | -0.468325156076737 |
16 | 102.8 | 106.000490635396 | -3.20049063539562 |
17 | 98.1 | 106.832656114714 | -8.73265611471451 |
18 | 113.9 | 106.666223018851 | 7.23377698114928 |
19 | 80.9 | 100.674631567755 | -19.7746315677548 |
20 | 95.7 | 99.3431668008446 | -3.64316680084456 |
21 | 113.2 | 99.3431668008446 | 13.8568331991554 |
22 | 105.9 | 101.007497759482 | 4.89250224051768 |
23 | 108.8 | 102.67182871812 | 6.12817128187990 |
24 | 102.3 | 103.503994197439 | -1.20399419743898 |
25 | 99 | 104.669025868485 | -5.66902586848541 |
26 | 100.7 | 105.001892060213 | -4.30189206021296 |
27 | 115.5 | 106.000490635396 | 9.49950936460438 |
28 | 100.7 | 106.499789922987 | -5.79978992298695 |
29 | 109.9 | 106.999089210578 | 2.90091078942173 |
30 | 114.6 | 106.832656114715 | 7.76734388528549 |
31 | 85.4 | 101.506797047074 | -16.1067970470737 |
32 | 100.5 | 100.508198471891 | -0.00819847189099976 |
33 | 114.8 | 100.674631567755 | 14.1253684322452 |
34 | 116.5 | 103.171128005711 | 13.3288719942886 |
35 | 112.9 | 105.001892060213 | 7.89810793978704 |
36 | 102 | 106.166923731259 | -4.1669237312594 |
37 | 106 | 106.000490635396 | -0.000490635395621775 |
38 | 105.3 | 106.999089210578 | -1.69908921057828 |
39 | 118.8 | 107.997687785761 | 10.8023122142391 |
40 | 106.1 | 108.496987073352 | -2.39698707335227 |
41 | 109.3 | 109.662018744399 | -0.362018744398707 |
42 | 117.2 | 109.994884936126 | 7.20511506387375 |
43 | 92.5 | 104.835458964349 | -12.3354589643492 |
44 | 104.2 | 103.836860389167 | 0.363139610833475 |
45 | 112.5 | 104.835458964349 | 7.66454103565081 |
46 | 122.4 | 106.333356827123 | 16.0666431728768 |
47 | 113.3 | 107.831254689897 | 5.46874531010283 |
48 | 100 | 107.997687785761 | -7.99768778576094 |
49 | 110.7 | 107.997687785761 | 2.70231221423906 |
50 | 112.8 | 108.663420169216 | 4.13657983078395 |
51 | 109.8 | 109.662018744399 | 0.137981255601293 |
52 | 117.3 | 109.994884936126 | 7.30511506387374 |
53 | 109.1 | 111.492782798900 | -2.39278279890025 |
54 | 115.9 | 110.993483511309 | 4.90651648869109 |
55 | 96 | 106.166923731259 | -10.1669237312594 |
56 | 99.8 | 105.501191347804 | -5.7011913478043 |
57 | 116.8 | 106.000490635396 | 10.7995093646044 |
58 | 115.7 | 107.331955402306 | 8.36804459769417 |
59 | 99.4 | 107.997687785761 | -8.59768778576093 |
60 | 94.3 | 107.664821594033 | -13.3648215940334 |
61 | 91 | 107.331955402306 | -16.3319554023058 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.528051570476999 | 0.943896859046002 | 0.471948429523001 |
6 | 0.466823046458328 | 0.933646092916657 | 0.533176953541671 |
7 | 0.358240351662865 | 0.71648070332573 | 0.641759648337136 |
8 | 0.347555450452192 | 0.695110900904385 | 0.652444549547808 |
9 | 0.714420192346072 | 0.571159615307855 | 0.285579807653928 |
10 | 0.713457400981937 | 0.573085198036126 | 0.286542599018063 |
11 | 0.61944780734921 | 0.76110438530158 | 0.38055219265079 |
12 | 0.51983788485677 | 0.96032423028646 | 0.48016211514323 |
13 | 0.505591294960585 | 0.98881741007883 | 0.494408705039415 |
14 | 0.464907986298014 | 0.929815972596027 | 0.535092013701986 |
15 | 0.380788049096127 | 0.761576098192254 | 0.619211950903873 |
16 | 0.300065770105645 | 0.600131540211291 | 0.699934229894355 |
17 | 0.257635816420091 | 0.515271632840183 | 0.742364183579909 |
18 | 0.296550878730788 | 0.593101757461575 | 0.703449121269212 |
19 | 0.631553484162561 | 0.736893031674877 | 0.368446515837439 |
20 | 0.569662331424583 | 0.860675337150835 | 0.430337668575417 |
21 | 0.675091403809933 | 0.649817192380133 | 0.324908596190067 |
22 | 0.62271939177336 | 0.75456121645328 | 0.37728060822664 |
23 | 0.588562393662596 | 0.822875212674808 | 0.411437606337404 |
24 | 0.512204212609088 | 0.975591574781823 | 0.487795787390912 |
25 | 0.458598641358357 | 0.917197282716714 | 0.541401358641643 |
26 | 0.395692223809445 | 0.79138444761889 | 0.604307776190555 |
27 | 0.43619894314235 | 0.8723978862847 | 0.56380105685765 |
28 | 0.3859250400211 | 0.7718500800422 | 0.6140749599789 |
29 | 0.33246101571173 | 0.66492203142346 | 0.66753898428827 |
30 | 0.329298229773633 | 0.658596459547267 | 0.670701770226367 |
31 | 0.531489986059826 | 0.937020027880347 | 0.468510013940174 |
32 | 0.468571375975014 | 0.937142751950028 | 0.531428624024986 |
33 | 0.544037371612234 | 0.911925256775533 | 0.455962628387766 |
34 | 0.640286074213707 | 0.719427851572585 | 0.359713925786293 |
35 | 0.63899539678888 | 0.72200920642224 | 0.36100460321112 |
36 | 0.576107786458199 | 0.847784427083602 | 0.423892213541801 |
37 | 0.499318254239773 | 0.998636508479547 | 0.500681745760227 |
38 | 0.423187724776112 | 0.846375449552224 | 0.576812275223888 |
39 | 0.465259130857852 | 0.930518261715705 | 0.534740869142148 |
40 | 0.39255213768571 | 0.78510427537142 | 0.60744786231429 |
41 | 0.318463496259847 | 0.636926992519694 | 0.681536503740153 |
42 | 0.287453040865467 | 0.574906081730935 | 0.712546959134533 |
43 | 0.344840222845232 | 0.689680445690463 | 0.655159777154768 |
44 | 0.270653748739594 | 0.541307497479187 | 0.729346251260406 |
45 | 0.253837884514382 | 0.507675769028764 | 0.746162115485618 |
46 | 0.488048029076324 | 0.976096058152649 | 0.511951970923676 |
47 | 0.453590661099389 | 0.907181322198778 | 0.546409338900611 |
48 | 0.414316961449816 | 0.828633922899631 | 0.585683038550184 |
49 | 0.341082005422626 | 0.682164010845253 | 0.658917994577374 |
50 | 0.281369233171101 | 0.562738466342202 | 0.718630766828899 |
51 | 0.200646686962632 | 0.401293373925265 | 0.799353313037368 |
52 | 0.182107899795490 | 0.364215799590979 | 0.81789210020451 |
53 | 0.118530619564024 | 0.237061239128048 | 0.881469380435976 |
54 | 0.132749402310207 | 0.265498804620413 | 0.867250597689793 |
55 | 0.119680383794207 | 0.239360767588413 | 0.880319616205793 |
56 | 0.180728217524365 | 0.361456435048731 | 0.819271782475635 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |