Multiple Linear Regression - Estimated Regression Equation |
Loon[t] = + 3.50066291082927 -0.110923670252448Change[t] + 0.554021747580255Size[t] + 0.512457650061833Complex[t] -0.235593372225139Big4[t] + 0.353091681649952Product[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) | 3.50066291082927 | 1.005811 | 3.4804 | 0.000957 | 0.000479 |
Change | -0.110923670252448 | 0.527526 | -0.2103 | 0.834193 | 0.417096 |
Size | 0.554021747580255 | 0.108275 | 5.1168 | 4e-06 | 2e-06 |
Complex | 0.512457650061833 | 0.163942 | 3.1258 | 0.002769 | 0.001385 |
Big4 | -0.235593372225139 | 0.748233 | -0.3149 | 0.753993 | 0.376997 |
Product | 0.353091681649952 | 0.55919 | 0.6314 | 0.530238 | 0.265119 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.795891501198665 |
R-squared | 0.633443281680265 |
Adjusted R-squared | 0.601843564583736 |
F-TEST (value) | 20.0458529342292 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 58 |
p-value | 1.4878875909119e-11 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.0170432757326 |
Sum Squared Residuals | 235.970887418329 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 15 | 12.8009149663107 | 2.1990850336893 |
2 | 10 | 9.71237785305432 | 0.287622146945684 |
3 | 14 | 13.3411680915881 | 0.658831908411854 |
4 | 10 | 8.64589845541223 | 1.35410154458777 |
5 | 10 | 9.31774466446852 | 0.682255335531483 |
6 | 7 | 8.40373044401472 | -1.40373044401472 |
7 | 16 | 16.4712467117804 | -0.471246711780384 |
8 | 9 | 9.76084274179632 | -0.760842741796324 |
9 | 12 | 13.424296286625 | -1.42429628662499 |
10 | 6 | 6.8247933963108 | -0.824793396310802 |
11 | 13 | 14.1792481001355 | -1.17924810013555 |
12 | 12 | 10.8619854457332 | 1.13801455426675 |
13 | 15 | 12.9949668316 | 2.0050331684 |
14 | 8 | 11.1804138210884 | -3.18041382108836 |
15 | 11 | 8.91618809407656 | 2.08381190592344 |
16 | 11 | 10.9798099072093 | 0.0201900927907174 |
17 | 10 | 10.6263920735081 | -0.626392073508109 |
18 | 14 | 14.5392179824265 | -0.539217982426511 |
19 | 9 | 7.62098315528856 | 1.37901684471144 |
20 | 6 | 9.2414843005109 | -3.2414843005109 |
21 | 9 | 9.26927977572651 | -0.269279775726509 |
22 | 15 | 13.8258302664344 | 1.17416973356563 |
23 | 11 | 11.8175637637055 | -0.817563763705463 |
24 | 10 | 8.13344080535039 | 1.86655919464961 |
25 | 14 | 13.354936713891 | 0.645063286109037 |
26 | 15 | 16.000353159237 | -1.00035315923697 |
27 | 9 | 14.0267603323647 | -5.02676033236468 |
28 | 13 | 12.9602809347226 | 0.0397190652774104 |
29 | 13 | 13.3067979772002 | -0.306797977200177 |
30 | 11 | 9.98924213089101 | 1.01075786910899 |
31 | 8 | 8.28592857312126 | -0.285928573121264 |
32 | 12 | 12.4478232846608 | -0.447823284660756 |
33 | 14 | 13.8258302664344 | 0.174169733565625 |
34 | 11 | 9.47020984165681 | 1.52979015834319 |
35 | 9 | 10.1139344234463 | -1.11393442344628 |
36 | 17 | 14.9338737615949 | 2.06612623840512 |
37 | 12 | 11.6097432761134 | 0.390256723886646 |
38 | 10 | 8.17500490286882 | 1.82499509713118 |
39 | 13 | 12.8009149663107 | 0.199085033689292 |
40 | 16 | 15.0932397300068 | 0.906760269993234 |
41 | 14 | 12.3578168889829 | 1.6421831110171 |
42 | 12 | 6.67230562853993 | 5.32769437146007 |
43 | 6 | 9.19992020299248 | -3.19992020299248 |
44 | 8 | 9.95487201650304 | -1.95487201650304 |
45 | 8 | 9.31084387324493 | -1.31084387324493 |
46 | 16 | 12.7593508687923 | 3.24064913120771 |
47 | 17 | 13.8673943639528 | 3.1326056360472 |
48 | 9 | 7.17788507796075 | 1.82211492203925 |
49 | 9 | 11.8037951414026 | -2.80379514140265 |
50 | 14 | 15.6819247838819 | -1.68192478388186 |
51 | 6 | 7.46162755643846 | -1.46162755643846 |
52 | 8 | 12.4409450840197 | -4.44094508401974 |
53 | 12 | 11.9631611098145 | 0.0368388901854729 |
54 | 8 | 9.82330152330676 | -1.82330152330676 |
55 | 14 | 12.3578168889829 | 1.6421831110171 |
56 | 12 | 12.8009149663107 | -0.800914966310708 |
57 | 11 | 11.2913374913408 | -0.291337491340812 |
58 | 17 | 15.5572550819092 | 1.44274491809083 |
59 | 8 | 11.6097432761134 | -3.60974327611335 |
60 | 15 | 14.1376840026171 | 0.862315997382874 |
61 | 7 | 9.31084387324493 | -2.31084387324493 |
62 | 16 | 14.4214161115331 | 1.57858388846695 |
63 | 17 | 15.1694897244026 | 1.8305102755974 |
64 | 16 | 13.5836622550369 | 2.41633774496313 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.251644779876969 | 0.503289559753939 | 0.748355220123031 |
10 | 0.125393778144409 | 0.250787556288819 | 0.874606221855591 |
11 | 0.0827289976426498 | 0.1654579952853 | 0.91727100235735 |
12 | 0.043644078552877 | 0.087288157105754 | 0.956355921447123 |
13 | 0.0228174327376763 | 0.0456348654753527 | 0.977182567262324 |
14 | 0.273973928455389 | 0.547947856910779 | 0.726026071544611 |
15 | 0.311374969746944 | 0.622749939493887 | 0.688625030253056 |
16 | 0.223938417330566 | 0.447876834661133 | 0.776061582669434 |
17 | 0.155195401961358 | 0.310390803922715 | 0.844804598038642 |
18 | 0.10339784338634 | 0.20679568677268 | 0.89660215661366 |
19 | 0.0719391228800471 | 0.143878245760094 | 0.928060877119953 |
20 | 0.195714219178769 | 0.391428438357539 | 0.804285780821231 |
21 | 0.143728557387213 | 0.287457114774427 | 0.856271442612787 |
22 | 0.116785936945661 | 0.233571873891322 | 0.883214063054339 |
23 | 0.0837373602960986 | 0.167474720592197 | 0.916262639703901 |
24 | 0.0780460915631454 | 0.156092183126291 | 0.921953908436855 |
25 | 0.0537677155918383 | 0.107535431183677 | 0.946232284408162 |
26 | 0.0379849596367431 | 0.0759699192734863 | 0.962015040363257 |
27 | 0.168176561468736 | 0.336353122937471 | 0.831823438531264 |
28 | 0.141974996079665 | 0.28394999215933 | 0.858025003920335 |
29 | 0.103772766801288 | 0.207545533602575 | 0.896227233198712 |
30 | 0.0796429231046958 | 0.159285846209392 | 0.920357076895304 |
31 | 0.0589086600957179 | 0.117817320191436 | 0.941091339904282 |
32 | 0.046145065133892 | 0.092290130267784 | 0.953854934866108 |
33 | 0.0300416920710376 | 0.0600833841420753 | 0.969958307928962 |
34 | 0.024762342128498 | 0.049524684256996 | 0.975237657871502 |
35 | 0.0188796152998359 | 0.0377592305996718 | 0.981120384700164 |
36 | 0.0201337641881172 | 0.0402675283762344 | 0.979866235811883 |
37 | 0.0128598356973886 | 0.0257196713947771 | 0.987140164302611 |
38 | 0.0112336019728602 | 0.0224672039457204 | 0.98876639802714 |
39 | 0.00653937333377297 | 0.0130787466675459 | 0.993460626666227 |
40 | 0.00480562931458587 | 0.00961125862917173 | 0.995194370685414 |
41 | 0.00375130191349874 | 0.00750260382699749 | 0.996248698086501 |
42 | 0.0820236140542165 | 0.164047228108433 | 0.917976385945783 |
43 | 0.106310001672795 | 0.21262000334559 | 0.893689998327205 |
44 | 0.0926662318157624 | 0.185332463631525 | 0.907333768184238 |
45 | 0.0689622360262951 | 0.13792447205259 | 0.931037763973705 |
46 | 0.123964524945913 | 0.247929049891826 | 0.876035475054087 |
47 | 0.225151409361647 | 0.450302818723294 | 0.774848590638353 |
48 | 0.434615135610765 | 0.86923027122153 | 0.565384864389235 |
49 | 0.473103808589651 | 0.946207617179302 | 0.526896191410349 |
50 | 0.434248782279752 | 0.868497564559503 | 0.565751217720248 |
51 | 0.417683153832548 | 0.835366307665095 | 0.582316846167452 |
52 | 0.905042301911785 | 0.189915396176429 | 0.0949576980882145 |
53 | 0.830127769704173 | 0.339744460591654 | 0.169872230295827 |
54 | 0.720481065373231 | 0.559037869253539 | 0.279518934626769 |
55 | 0.706082353445038 | 0.587835293109924 | 0.293917646554962 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 2 | 0.0425531914893617 | NOK |
5% type I error level | 9 | 0.191489361702128 | NOK |
10% type I error level | 13 | 0.276595744680851 | NOK |