| Multiple Linear Regression - Estimated Regression Equation |
| Loon[t] = + 1.97386995948922 -0.226789724375297Change[t] + 0.919863609515728Size[t] + 0.11669319227812Complex[t] + 0.107922912000111Big4[t] + 0.38889288282041Product[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) | 1.97386995948922 | 0.337444 | 5.8495 | 0 | 0 |
| Change | -0.226789724375297 | 0.176982 | -1.2814 | 0.205143 | 0.102571 |
| Size | 0.919863609515728 | 0.036326 | 25.3226 | 0 | 0 |
| Complex | 0.11669319227812 | 0.055002 | 2.1216 | 0.038152 | 0.019076 |
| Big4 | 0.107922912000111 | 0.251028 | 0.4299 | 0.668844 | 0.334422 |
| Product | 0.38889288282041 | 0.187605 | 2.0729 | 0.042631 | 0.021316 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.982641681321665 |
| R-squared | 0.965584673870669 |
| Adjusted R-squared | 0.962617835411244 |
| F-TEST (value) | 325.459133375859 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 58 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.67670637370448 |
| Sum Squared Residuals | 26.5600279403115 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 16 | 15.472066139989 | 0.527933860011005 |
| 2 | 10 | 9.84496157089452 | 0.155038429105482 |
| 3 | 14 | 14.2092082221672 | -0.2092082221672 |
| 4 | 8 | 8.80840476910067 | -0.80840476910067 |
| 5 | 12 | 11.3971221589247 | 0.602877841075269 |
| 6 | 9 | 8.64630161065556 | 0.353698389344443 |
| 7 | 18 | 17.8952593204111 | 0.104740679588946 |
| 8 | 12 | 12.0901960440652 | -0.0901960440651619 |
| 9 | 16 | 15.8155490566424 | 0.184450943357586 |
| 10 | 6 | 7.49305161658359 | -1.49305161658359 |
| 11 | 18 | 17.2663833928535 | 0.733616607146541 |
| 12 | 13 | 12.4878592071636 | 0.512140792836418 |
| 13 | 17 | 17.3051966988395 | -0.305196698839508 |
| 14 | 14 | 13.5156457286794 | 0.484354271320579 |
| 15 | 9 | 8.76299480293368 | 0.237005197066323 |
| 16 | 13 | 14.1567129874719 | -1.15671298747191 |
| 17 | 13 | 12.5957821191637 | 0.404217880836307 |
| 18 | 15 | 16.3531164435187 | -1.35311644351868 |
| 19 | 8 | 8.57501838454443 | -0.575018384544429 |
| 20 | 10 | 10.531438795854 | -0.531438795854006 |
| 21 | 9 | 9.15188768575409 | -0.151887685754087 |
| 22 | 16 | 15.7054525245452 | 0.294547475454762 |
| 23 | 16 | 16.0418501726704 | -0.0418501726703632 |
| 24 | 9 | 8.69171157682255 | 0.308288423177451 |
| 25 | 17 | 16.3919297495047 | 0.608070250495275 |
| 26 | 17 | 18.5817365453705 | -1.58173654537054 |
| 27 | 15 | 16.2364232512406 | -1.23642325124056 |
| 28 | 14 | 15.1998664494467 | -1.19986644944671 |
| 29 | 16 | 15.3187332618219 | 0.681266738178107 |
| 30 | 10 | 10.0695776751728 | -0.0695776751727499 |
| 31 | 10 | 9.72167171843545 | 0.278328281564546 |
| 32 | 16 | 15.0831732571686 | 0.916826742831413 |
| 33 | 17 | 15.7054525245452 | 1.29454747545476 |
| 34 | 10 | 9.68285841244941 | 0.317141587550595 |
| 35 | 12 | 12.4790889268856 | -0.479088926885572 |
| 36 | 17 | 17.5451797435767 | -0.545179743576693 |
| 37 | 12 | 12.0259980864823 | -0.0259980864823262 |
| 38 | 10 | 9.49488199406016 | 0.505118005939843 |
| 39 | 15 | 15.472066139989 | -0.472066139988997 |
| 40 | 18 | 17.2729800530344 | 0.727019946965597 |
| 41 | 15 | 14.7789922548486 | 0.221007745151434 |
| 42 | 7 | 6.46309147497068 | 0.536908525029316 |
| 43 | 9 | 9.7282683786164 | -0.728268378616398 |
| 44 | 12 | 11.1791027148274 | 0.820897285172556 |
| 45 | 10 | 9.95505810299169 | 0.0449418970083054 |
| 46 | 15 | 14.6688957227514 | 0.331104277248611 |
| 47 | 17 | 16.5086229417828 | 0.491377058217155 |
| 48 | 8 | 7.881944499404 | 0.118055500596002 |
| 49 | 13 | 13.8591286453328 | -0.859128645332838 |
| 50 | 17 | 17.5539500238547 | -0.553950023854703 |
| 51 | 7 | 6.80440077152704 | 0.195599228472965 |
| 52 | 15 | 16.3853330893238 | -1.38533308932378 |
| 53 | 14 | 13.5869289547905 | 0.413071045209452 |
| 54 | 10 | 10.0717512952698 | -0.0717512952698151 |
| 55 | 15 | 14.7789922548486 | 0.221007745151434 |
| 56 | 16 | 15.472066139989 | 0.527933860011003 |
| 57 | 14 | 13.7424354530547 | 0.257564546945283 |
| 58 | 18 | 17.8886626602301 | 0.11133733976989 |
| 59 | 12 | 12.0259980864823 | -0.0259980864823262 |
| 60 | 16 | 16.4632129756159 | -0.463212975615852 |
| 61 | 10 | 9.95505810299169 | 0.0449418970083054 |
| 62 | 18 | 17.4284865512986 | 0.571513448701428 |
| 63 | 21 | 20.1814807196648 | 0.818519280335188 |
| 64 | 16 | 15.5433493661001 | 0.456650633899876 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.28440244054491 | 0.56880488108982 | 0.71559755945509 |
| 10 | 0.753412990412013 | 0.493174019175975 | 0.246587009587987 |
| 11 | 0.64443830385259 | 0.711123392294821 | 0.35556169614741 |
| 12 | 0.552469886883851 | 0.895060226232299 | 0.447530113116149 |
| 13 | 0.53946890411015 | 0.9210621917797 | 0.46053109588985 |
| 14 | 0.470715726932231 | 0.941431453864463 | 0.529284273067769 |
| 15 | 0.39822243549196 | 0.796444870983921 | 0.60177756450804 |
| 16 | 0.612088746838352 | 0.775822506323297 | 0.387911253161648 |
| 17 | 0.543689035154064 | 0.912621929691872 | 0.456310964845936 |
| 18 | 0.798576185496572 | 0.402847629006856 | 0.201423814503428 |
| 19 | 0.769255272079587 | 0.461489455840825 | 0.230744727920413 |
| 20 | 0.727341116725751 | 0.545317766548498 | 0.272658883274249 |
| 21 | 0.653176933562192 | 0.693646132875616 | 0.346823066437808 |
| 22 | 0.582622643697719 | 0.834754712604561 | 0.417377356302281 |
| 23 | 0.4993549411126 | 0.9987098822252 | 0.5006450588874 |
| 24 | 0.442300415720574 | 0.884600831441149 | 0.557699584279426 |
| 25 | 0.413192911708006 | 0.826385823416013 | 0.586807088291994 |
| 26 | 0.709915651411709 | 0.580168697176582 | 0.290084348588291 |
| 27 | 0.81205225588333 | 0.375895488233341 | 0.18794774411667 |
| 28 | 0.922583652235731 | 0.154832695528537 | 0.0774163477642687 |
| 29 | 0.937899138829067 | 0.124201722341866 | 0.0621008611709329 |
| 30 | 0.910075055155051 | 0.179849889689899 | 0.0899249448449494 |
| 31 | 0.880615609080403 | 0.238768781839194 | 0.119384390919597 |
| 32 | 0.911944834321665 | 0.176110331356669 | 0.0880551656783346 |
| 33 | 0.972136971486087 | 0.0557260570278268 | 0.0278630285139134 |
| 34 | 0.959877011292961 | 0.0802459774140789 | 0.0401229887070394 |
| 35 | 0.954521671408336 | 0.0909566571833277 | 0.0454783285916638 |
| 36 | 0.951221315497037 | 0.0975573690059254 | 0.0487786845029627 |
| 37 | 0.926368328251513 | 0.147263343496974 | 0.0736316717484871 |
| 38 | 0.907889918252028 | 0.184220163495945 | 0.0921100817479724 |
| 39 | 0.903471932348332 | 0.193056135303336 | 0.0965280676516681 |
| 40 | 0.890931611643223 | 0.218136776713553 | 0.109068388356777 |
| 41 | 0.851696418939327 | 0.296607162121347 | 0.148303581060673 |
| 42 | 0.813318249862993 | 0.373363500274014 | 0.186681750137007 |
| 43 | 0.847873958795691 | 0.304252082408617 | 0.152126041204309 |
| 44 | 0.821681850907666 | 0.356636298184669 | 0.178318149092334 |
| 45 | 0.758390994233258 | 0.483218011533484 | 0.241609005766742 |
| 46 | 0.684405749412015 | 0.63118850117597 | 0.315594250587985 |
| 47 | 0.616016605146296 | 0.767966789707409 | 0.383983394853704 |
| 48 | 0.531754546717999 | 0.936490906564002 | 0.468245453282001 |
| 49 | 0.588217273205813 | 0.823565453588374 | 0.411782726794187 |
| 50 | 0.606201672807957 | 0.787596654384087 | 0.393798327192043 |
| 51 | 0.496211018425595 | 0.99242203685119 | 0.503788981574405 |
| 52 | 0.975333246732689 | 0.0493335065346229 | 0.0246667532673114 |
| 53 | 0.96426431772113 | 0.0714713645577408 | 0.0357356822788704 |
| 54 | 0.911474431678006 | 0.177051136643988 | 0.0885255683219941 |
| 55 | 0.803008614250185 | 0.393982771499631 | 0.196991385749815 |
| 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 | 0.0212765957446809 | OK |
| 10% type I error level | 6 | 0.127659574468085 | NOK |
