Multiple Linear Regression - Estimated Regression Equation |
B[t] = + 1.02830814409858 + 0.0842475032129699A[t] + 0.207213675242005C[t] + 0.38652210968685D[t] -0.134026305664133E[t] + 0.00410101084894533F[t] + 0.279829847242846G[t] -0.0684096369345052H[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) | 1.02830814409858 | 0.478598 | 2.1486 | 0.03334 | 0.01667 |
A | 0.0842475032129699 | 0.064963 | 1.2968 | 0.196758 | 0.098379 |
C | 0.207213675242005 | 0.07449 | 2.7818 | 0.006131 | 0.003065 |
D | 0.38652210968685 | 0.090406 | 4.2754 | 3.5e-05 | 1.7e-05 |
E | -0.134026305664133 | 0.071517 | -1.8741 | 0.062949 | 0.031474 |
F | 0.00410101084894533 | 0.078835 | 0.052 | 0.958585 | 0.479292 |
G | 0.279829847242846 | 0.079493 | 3.5202 | 0.000578 | 0.000289 |
H | -0.0684096369345052 | 0.062201 | -1.0998 | 0.273251 | 0.136626 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.571118664491289 |
R-squared | 0.326176528930313 |
Adjusted R-squared | 0.29342122130887 |
F-TEST (value) | 9.95797483265836 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 144 |
p-value | 4.14612011390147e-10 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.604931442781952 |
Sum Squared Residuals | 52.6956552671406 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 4 | 4.06622095863849 | -0.0662209586384934 |
2 | 3 | 3.93219465297436 | -0.932194652974361 |
3 | 5 | 4.22365583142934 | 0.776344168570664 |
4 | 4 | 3.44144578246207 | 0.55855421753793 |
5 | 2 | 3.22317197358497 | -1.22317197358497 |
6 | 4 | 3.94382598418649 | 0.0561740158135089 |
7 | 3 | 3.7822901005467 | -0.782290100546703 |
8 | 2 | 3.11647971114096 | -1.11647971114096 |
9 | 4 | 3.87871050249576 | 0.121289497504242 |
10 | 2 | 3.1222609250938 | -1.1222609250938 |
11 | 4 | 4.06211994778955 | -0.0621199477895486 |
12 | 2 | 2.98177668368241 | -0.981776683682408 |
13 | 5 | 4.43507604173768 | 0.564923958262323 |
14 | 3 | 3.69804259733373 | -0.698042597333733 |
15 | 4 | 4.134630595573 | -0.134630595572999 |
16 | 4 | 4.2734346338805 | -0.273434633880499 |
17 | 3 | 3.23833311806901 | -0.23833311806901 |
18 | 4 | 3.92809364212542 | 0.0719063578745841 |
19 | 2 | 2.75925595925391 | -0.75925595925391 |
20 | 3 | 4.0580189369406 | -1.0580189369406 |
21 | 4 | 3.59135033488973 | 0.408649665110272 |
22 | 2 | 3.77475978018352 | -1.77475978018352 |
23 | 4 | 4.06622095863849 | -0.0662209586384939 |
24 | 4 | 4.06622095863849 | -0.0662209586384939 |
25 | 4 | 4.06622095863849 | -0.0662209586384939 |
26 | 3 | 3.54157153243857 | -0.541571532438565 |
27 | 4 | 4.01644215618733 | -0.016442156187331 |
28 | 4 | 3.50710283167676 | 0.492897168323241 |
29 | 4 | 4.06622095863849 | -0.0662209586384939 |
30 | 4 | 3.57917743615364 | 0.420822563846357 |
31 | 4 | 4.72079567965361 | -0.72079567965361 |
32 | 4 | 4.02765124702774 | -0.0276512470277416 |
33 | 4 | 4.12705989472475 | -0.127059894724754 |
34 | 5 | 4.06622095863849 | 0.933779041361506 |
35 | 4 | 4.06622095863849 | -0.0662209586384939 |
36 | 4 | 4.13183762736812 | -0.131837627368121 |
37 | 5 | 3.72537664055386 | 1.27462335944614 |
38 | 4 | 4.06622095863849 | -0.0662209586384939 |
39 | 4 | 3.97787244457658 | 0.0221275554234213 |
40 | 4 | 3.62474970353847 | 0.375250296461529 |
41 | 3 | 3.77475978018352 | -0.774759780183519 |
42 | 4 | 4.11879272929453 | -0.118792729294534 |
43 | 3 | 3.32440978159118 | -0.324409781591183 |
44 | 5 | 3.46331934411607 | 1.53668065588393 |
45 | 5 | 4.33427356996676 | 0.66572643003324 |
46 | 4 | 3.26965662079236 | 0.730343379207642 |
47 | 5 | 4.55326448112335 | 0.446735518876655 |
48 | 4 | 4.20024726430263 | -0.200247264302627 |
49 | 4 | 4.2953081955345 | -0.295308195534502 |
50 | 4 | 3.99781132170399 | 0.00218867829601128 |
51 | 4 | 4.52115270525985 | -0.52115270525985 |
52 | 4 | 3.90747804320358 | 0.0925219567964164 |
53 | 4 | 3.80527642730169 | 0.194723572698306 |
54 | 4 | 4.20024726430263 | -0.200247264302627 |
55 | 4 | 3.3294746003358 | 0.670525399664197 |
56 | 4 | 3.82733155083956 | 0.172668449160441 |
57 | 4 | 2.94277092876509 | 1.05722907123491 |
58 | 4 | 4.20024726430263 | -0.200247264302627 |
59 | 4 | 4.33427356996676 | -0.334273569966759 |
60 | 4 | 3.93191359400144 | 0.0680864059985557 |
61 | 4 | 4.25281903495867 | -0.252819034958667 |
62 | 4 | 3.34966795888592 | 0.650332041114084 |
63 | 4 | 3.99781132170399 | 0.00218867829601128 |
64 | 4 | 4.55230067322767 | -0.55230067322767 |
65 | 4 | 4.23852988981213 | -0.238529889812126 |
66 | 5 | 5.02813510487211 | -0.0281351048721104 |
67 | 4 | 4.3184357036883 | -0.318435703688295 |
68 | 4 | 3.58657260224636 | 0.413427397753639 |
69 | 3 | 3.61322389654373 | -0.613223896543731 |
70 | 4 | 3.96149301077416 | 0.0385069892258415 |
71 | 4 | 3.75004317041274 | 0.249956829587259 |
72 | 2 | 3.18759050772217 | -1.18759050772217 |
73 | 4 | 3.1178728281436 | 0.8821271718564 |
74 | 5 | 4.38433343139084 | 0.615666568609161 |
75 | 4 | 4.21608513058109 | -0.216085130581091 |
76 | 5 | 4.9397865908102 | 0.0602134091898047 |
77 | 3 | 3.40668694309615 | -0.406686943096148 |
78 | 4 | 4.50348567867218 | -0.503485678672182 |
79 | 4 | 4.48668400449804 | -0.486684004498042 |
80 | 3 | 3.72059890791049 | -0.720598907910494 |
81 | 4 | 3.60241046852483 | 0.397589531475174 |
82 | 4 | 3.97787244457658 | 0.0221275554234213 |
83 | 4 | 4.35265769883391 | -0.35265769883391 |
84 | 4 | 4.03871138066284 | -0.0387113806628387 |
85 | 4 | 3.98472604314534 | 0.015273956854659 |
86 | 4 | 3.72731132508045 | 0.272688674919546 |
87 | 5 | 4.10016189481119 | 0.899838105188808 |
88 | 4 | 4.37521400941067 | -0.37521400941067 |
89 | 4 | 3.62496075197325 | 0.37503924802675 |
90 | 4 | 4.05038309236003 | -0.0503830923600292 |
91 | 4 | 3.7478213997849 | 0.252178600215104 |
92 | 5 | 4.0235502361788 | 0.976449763821204 |
93 | 4 | 4.06144322599513 | -0.0614432259951265 |
94 | 4 | 3.69326486469037 | 0.306735135309634 |
95 | 3 | 3.031119442827 | -0.0311194428270049 |
96 | 4 | 3.18855431561785 | 0.811445684382152 |
97 | 4 | 3.93151793117994 | 0.068482068820061 |
98 | 4 | 3.29921243464033 | 0.700787565359669 |
99 | 5 | 4.30338008342164 | 0.696619916578358 |
100 | 5 | 4.2030402325075 | 0.796959767492496 |
101 | 4 | 3.90468507499871 | 0.095314925001294 |
102 | 4 | 3.74314919135892 | 0.256850808641082 |
103 | 5 | 4.20024726430263 | 0.799752735697373 |
104 | 5 | 4.30008592817787 | 0.69991407182213 |
105 | 4 | 4.3691722869068 | -0.369172286906796 |
106 | 5 | 4.48485484418884 | 0.51514515581116 |
107 | 4 | 4.11599976108966 | -0.115999761089657 |
108 | 4 | 3.85900728339649 | 0.140992716603511 |
109 | 4 | 4.18440939802416 | -0.184409398024162 |
110 | 4 | 4.25281903495867 | -0.252819034958667 |
111 | 2 | 3.76577551247382 | -1.76577551247382 |
112 | 4 | 3.74314919135892 | 0.256850808641082 |
113 | 5 | 4.62828101101042 | 0.37171898898958 |
114 | 4 | 3.80459970550727 | 0.195400294492729 |
115 | 4 | 4.02765124702774 | -0.0276512470277416 |
116 | 4 | 3.24243412891796 | 0.757565871082044 |
117 | 4 | 3.90468507499871 | 0.095314925001294 |
118 | 4 | 4.18918713066753 | -0.18918713066753 |
119 | 3 | 3.48662238702539 | -0.486622387025393 |
120 | 4 | 3.6864112661216 | 0.313588733878396 |
121 | 4 | 4.10729655235287 | -0.107296552352871 |
122 | 3 | 4.02765124702774 | -1.02765124702774 |
123 | 4 | 3.83616991384681 | 0.163830086153189 |
124 | 5 | 4.24592505590484 | 0.754074944095156 |
125 | 5 | 4.2030402325075 | 0.796959767492496 |
126 | 3 | 4.03938810245726 | -1.03938810245726 |
127 | 5 | 4.04348911330621 | 0.956510886693794 |
128 | 4 | 4.18440939802416 | -0.184409398024162 |
129 | 4 | 3.59763273588146 | 0.402367264118542 |
130 | 3 | 4.341844270815 | -1.341844270815 |
131 | 3 | 3.69804259733373 | -0.698042597333733 |
132 | 4 | 3.85480074833015 | 0.145199251669846 |
133 | 5 | 4.52748050719636 | 0.472519492803644 |
134 | 2 | 3.46752587918241 | -1.46752587918241 |
135 | 4 | 4.20024726430263 | -0.200247264302627 |
136 | 4 | 4.2030402325075 | -0.203040232507504 |
137 | 4 | 3.59135033488973 | 0.408649665110272 |
138 | 5 | 4.05038309236003 | 0.94961690763997 |
139 | 4 | 3.2289531875378 | 0.771046812462197 |
140 | 4 | 4.04218107066214 | -0.0421810706621386 |
141 | 4 | 3.96613558914706 | 0.0338644108529407 |
142 | 4 | 3.71320374181778 | 0.286796258182224 |
143 | 4 | 4.06622095863849 | -0.0662209586384939 |
144 | 4 | 4.20024726430263 | -0.200247264302627 |
145 | 5 | 4.11879272929453 | 0.881207270705465 |
146 | 3 | 3.66392612640551 | -0.663926126405508 |
147 | 4 | 4.06622095863849 | -0.0662209586384939 |
148 | 4 | 3.75438485974954 | 0.245615140250457 |
149 | 4 | 4.134630595573 | -0.134630595572999 |
150 | 4 | 4.18030838717522 | -0.180308387175217 |
151 | 4 | 3.48793042966946 | 0.51206957033054 |
152 | 5 | 4.89410879920798 | 0.105891200792022 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.443885851842148 | 0.887771703684296 | 0.556114148157852 |
12 | 0.294541690356356 | 0.589083380712713 | 0.705458309643644 |
13 | 0.223650707405215 | 0.44730141481043 | 0.776349292594785 |
14 | 0.135927799482064 | 0.271855598964127 | 0.864072200517936 |
15 | 0.10164954456763 | 0.203299089135259 | 0.89835045543237 |
16 | 0.206107549821615 | 0.412215099643229 | 0.793892450178385 |
17 | 0.137148796728727 | 0.274297593457454 | 0.862851203271273 |
18 | 0.182007492806244 | 0.364014985612489 | 0.817992507193756 |
19 | 0.143135860989047 | 0.286271721978095 | 0.856864139010953 |
20 | 0.280606219219672 | 0.561212438439343 | 0.719393780780328 |
21 | 0.35521233221259 | 0.71042466442518 | 0.64478766778741 |
22 | 0.513487280285914 | 0.973025439428171 | 0.486512719714086 |
23 | 0.436514285732802 | 0.873028571465605 | 0.563485714267198 |
24 | 0.362866539167581 | 0.725733078335162 | 0.637133460832419 |
25 | 0.294951485823367 | 0.589902971646734 | 0.705048514176633 |
26 | 0.270556473409092 | 0.541112946818184 | 0.729443526590908 |
27 | 0.214461441764797 | 0.428922883529595 | 0.785538558235203 |
28 | 0.479036825101991 | 0.958073650203983 | 0.520963174898009 |
29 | 0.411844296743771 | 0.823688593487543 | 0.588155703256228 |
30 | 0.516326636101125 | 0.96734672779775 | 0.483673363898875 |
31 | 0.550507410491034 | 0.898985179017931 | 0.449492589508966 |
32 | 0.586076774592414 | 0.827846450815171 | 0.413923225407586 |
33 | 0.524405070147338 | 0.951189859705324 | 0.475594929852662 |
34 | 0.646458750105073 | 0.707082499789854 | 0.353541249894927 |
35 | 0.589009315418137 | 0.821981369163727 | 0.410990684581863 |
36 | 0.5732827344798 | 0.8534345310404 | 0.4267172655202 |
37 | 0.751953766406158 | 0.496092467187684 | 0.248046233593842 |
38 | 0.704425994384084 | 0.591148011231831 | 0.295574005615916 |
39 | 0.690098759756499 | 0.619802480487001 | 0.309901240243501 |
40 | 0.685728567212456 | 0.628542865575089 | 0.314271432787544 |
41 | 0.670207893935998 | 0.659584212128003 | 0.329792106064002 |
42 | 0.63238048853672 | 0.73523902292656 | 0.36761951146328 |
43 | 0.658722738196127 | 0.682554523607747 | 0.341277261803873 |
44 | 0.961130702358003 | 0.0777385952839939 | 0.0388692976419969 |
45 | 0.959691828530701 | 0.0806163429385972 | 0.0403081714692986 |
46 | 0.959474833231229 | 0.0810503335375427 | 0.0405251667687714 |
47 | 0.951362018410335 | 0.09727596317933 | 0.048637981589665 |
48 | 0.941617701108119 | 0.116764597783763 | 0.0583822988918815 |
49 | 0.926704542342497 | 0.146590915315006 | 0.073295457657503 |
50 | 0.908040656613497 | 0.183918686773005 | 0.0919593433865027 |
51 | 0.892294790792789 | 0.215410418414422 | 0.107705209207211 |
52 | 0.899987264492845 | 0.200025471014311 | 0.100012735507155 |
53 | 0.88185800172333 | 0.236283996553341 | 0.118141998276671 |
54 | 0.860531400906135 | 0.278937198187731 | 0.139468599093865 |
55 | 0.89555312792535 | 0.208893744149302 | 0.104446872074651 |
56 | 0.884194380993116 | 0.231611238013767 | 0.115805619006884 |
57 | 0.931758247185254 | 0.136483505629492 | 0.068241752814746 |
58 | 0.916712492831902 | 0.166575014336196 | 0.083287507168098 |
59 | 0.905235140986306 | 0.189529718027389 | 0.0947648590136945 |
60 | 0.882681604640219 | 0.234636790719561 | 0.117318395359781 |
61 | 0.859382092636387 | 0.281235814727225 | 0.140617907363613 |
62 | 0.85480862141358 | 0.290382757172841 | 0.145191378586421 |
63 | 0.825204849644485 | 0.34959030071103 | 0.174795150355515 |
64 | 0.819864801346832 | 0.360270397306336 | 0.180135198653168 |
65 | 0.792383275627782 | 0.415233448744436 | 0.207616724372218 |
66 | 0.755764798176017 | 0.488470403647966 | 0.244235201823983 |
67 | 0.722612329152796 | 0.554775341694409 | 0.277387670847204 |
68 | 0.69855033626513 | 0.60289932746974 | 0.30144966373487 |
69 | 0.698828433005412 | 0.602343133989175 | 0.301171566994588 |
70 | 0.657874587738991 | 0.684250824522017 | 0.342125412261009 |
71 | 0.629205566354853 | 0.741588867290294 | 0.370794433645147 |
72 | 0.738054485352664 | 0.523891029294673 | 0.261945514647336 |
73 | 0.781847064332136 | 0.436305871335727 | 0.218152935667864 |
74 | 0.784972043905073 | 0.430055912189854 | 0.215027956094927 |
75 | 0.751965161491339 | 0.496069677017323 | 0.248034838508661 |
76 | 0.713004392554724 | 0.573991214890553 | 0.286995607445276 |
77 | 0.701470217330904 | 0.597059565338192 | 0.298529782669096 |
78 | 0.702385753541548 | 0.595228492916904 | 0.297614246458452 |
79 | 0.675979382257863 | 0.648041235484275 | 0.324020617742137 |
80 | 0.695636276732323 | 0.608727446535355 | 0.304363723267677 |
81 | 0.664978093051751 | 0.670043813896498 | 0.335021906948249 |
82 | 0.621366262148856 | 0.757267475702288 | 0.378633737851144 |
83 | 0.588726121407263 | 0.822547757185474 | 0.411273878592737 |
84 | 0.540578142855679 | 0.918843714288642 | 0.459421857144321 |
85 | 0.492358488445176 | 0.984716976890352 | 0.507641511554824 |
86 | 0.455075544945198 | 0.910151089890397 | 0.544924455054802 |
87 | 0.515686510268609 | 0.968626979462783 | 0.484313489731391 |
88 | 0.480763290678008 | 0.961526581356017 | 0.519236709321992 |
89 | 0.44489413511752 | 0.88978827023504 | 0.55510586488248 |
90 | 0.402123728973801 | 0.804247457947602 | 0.597876271026199 |
91 | 0.364302911080258 | 0.728605822160516 | 0.635697088919742 |
92 | 0.440052807635176 | 0.880105615270352 | 0.559947192364824 |
93 | 0.394744067413677 | 0.789488134827353 | 0.605255932586323 |
94 | 0.362860654842803 | 0.725721309685605 | 0.637139345157197 |
95 | 0.320993422027729 | 0.641986844055459 | 0.67900657797227 |
96 | 0.335734418133492 | 0.671468836266984 | 0.664265581866508 |
97 | 0.305279385762484 | 0.610558771524968 | 0.694720614237516 |
98 | 0.299006321663415 | 0.598012643326831 | 0.700993678336585 |
99 | 0.319153723179832 | 0.638307446359665 | 0.680846276820168 |
100 | 0.337875165942902 | 0.675750331885805 | 0.662124834057098 |
101 | 0.292550295893007 | 0.585100591786013 | 0.707449704106993 |
102 | 0.26617200184345 | 0.5323440036869 | 0.73382799815655 |
103 | 0.292489745978632 | 0.584979491957264 | 0.707510254021368 |
104 | 0.305169022816939 | 0.610338045633877 | 0.694830977183061 |
105 | 0.273246172473923 | 0.546492344947846 | 0.726753827526077 |
106 | 0.253878172472972 | 0.507756344945944 | 0.746121827527028 |
107 | 0.213349580666494 | 0.426699161332987 | 0.786650419333507 |
108 | 0.177210121582469 | 0.354420243164939 | 0.82278987841753 |
109 | 0.145683186007589 | 0.291366372015178 | 0.85431681399241 |
110 | 0.120583926600066 | 0.241167853200133 | 0.879416073399934 |
111 | 0.528229035594671 | 0.943541928810658 | 0.471770964405329 |
112 | 0.493839207298549 | 0.987678414597099 | 0.506160792701451 |
113 | 0.452518474362608 | 0.905036948725216 | 0.547481525637392 |
114 | 0.401429451752157 | 0.802858903504315 | 0.598570548247843 |
115 | 0.352974410608709 | 0.705948821217419 | 0.647025589391291 |
116 | 0.353485383857779 | 0.706970767715559 | 0.64651461614222 |
117 | 0.305471354486198 | 0.610942708972396 | 0.694528645513802 |
118 | 0.256008205016113 | 0.512016410032227 | 0.743991794983887 |
119 | 0.25850549581793 | 0.517010991635859 | 0.74149450418207 |
120 | 0.24519500004898 | 0.490390000097959 | 0.75480499995102 |
121 | 0.215422553229923 | 0.430845106459847 | 0.784577446770077 |
122 | 0.258064439005416 | 0.516128878010832 | 0.741935560994584 |
123 | 0.208684344362954 | 0.417368688725909 | 0.791315655637046 |
124 | 0.291410368109751 | 0.582820736219502 | 0.708589631890249 |
125 | 0.284466869345719 | 0.568933738691437 | 0.715533130654281 |
126 | 0.295365557295775 | 0.59073111459155 | 0.704634442704225 |
127 | 0.584229854914178 | 0.831540290171644 | 0.415770145085822 |
128 | 0.509376727916594 | 0.981246544166813 | 0.490623272083406 |
129 | 0.502188811743118 | 0.995622376513763 | 0.497811188256882 |
130 | 0.890589641869467 | 0.218820716261067 | 0.109410358130533 |
131 | 0.974885947289066 | 0.0502281054218688 | 0.0251140527109344 |
132 | 0.97609608861965 | 0.0478078227607002 | 0.0239039113803501 |
133 | 0.961110853903049 | 0.0777782921939028 | 0.0388891460969514 |
134 | 0.974232680588313 | 0.0515346388233749 | 0.0257673194116874 |
135 | 0.952022667345128 | 0.0959546653097431 | 0.0479773326548716 |
136 | 0.945554063174835 | 0.108891873650331 | 0.0544459368251654 |
137 | 0.920912900016472 | 0.158174199967057 | 0.0790870999835285 |
138 | 0.973034891543853 | 0.0539302169122937 | 0.0269651084561469 |
139 | 0.951210736661153 | 0.0975785266776947 | 0.0487892633388474 |
140 | 0.888486748020883 | 0.223026503958233 | 0.111513251979117 |
141 | 0.857304784808674 | 0.285390430382652 | 0.142695215191326 |
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 | 1 | 0.00763358778625954 | OK |
10% type I error level | 11 | 0.083969465648855 | OK |