| Multiple Linear Regression - Estimated Regression Equation |
| post4[t] = + 0.176216039817424 + 0.37103557081655pre[t] + 0.0181521643441409post1[t] + 0.157467362960975post2[t] + 0.855941219451257post3[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) | 0.176216039817424 | 0.151688 | 1.1617 | 0.248122 | 0.124061 |
| pre | 0.37103557081655 | 0.15947 | 2.3267 | 0.022 | 0.011 |
| post1 | 0.0181521643441409 | 0.166608 | 0.109 | 0.913459 | 0.45673 |
| post2 | 0.157467362960975 | 0.044393 | 3.5471 | 0.000595 | 0.000297 |
| post3 | 0.855941219451257 | 0.150842 | 5.6744 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.610608370866807 |
| R-squared | 0.372842582572616 |
| Adjusted R-squared | 0.347756285875521 |
| F-TEST (value) | 14.8624002607681 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 100 |
| p-value | 1.45216749736221e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.749343006286163 |
| Sum Squared Residuals | 56.1514941069984 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2 | 1.19527322682201 | 0.804726773177987 |
| 2 | 2 | 0.565403774978114 | 1.43459622502189 |
| 3 | 1.5 | 1.68017887545672 | -0.18017887545672 |
| 4 | 0 | 0.176216039817424 | -0.176216039817424 |
| 5 | 1 | 1.42134499442937 | -0.421344994429371 |
| 6 | 2 | 1.42134499442937 | 0.578655005570629 |
| 7 | 2 | 1.42134499442937 | 0.578655005570629 |
| 8 | 1 | 1.05030942361282 | -0.0503094236128211 |
| 9 | 2 | 1.68017887545672 | 0.31982112454328 |
| 10 | 2 | 0.722871137939089 | 1.27712886206091 |
| 11 | 2 | 0.806085491661322 | 1.19391450833868 |
| 12 | 0 | 1.05030942361282 | -1.05030942361282 |
| 13 | 0 | 1.36524414953477 | -1.36524414953477 |
| 14 | 2 | 0.194368204161564 | 1.80563179583844 |
| 15 | 0 | 0.176216039817424 | -0.176216039817424 |
| 16 | 2 | 1.42134499442937 | 0.578655005570629 |
| 17 | 2 | 0.722871137939089 | 1.27712886206091 |
| 18 | 0.5 | 1.42134499442937 | -0.921344994429371 |
| 19 | 2 | 1.05030942361282 | 0.949690576387179 |
| 20 | 0 | 1.34709198519063 | -1.34709198519063 |
| 21 | 2 | 1.73627972035132 | 0.26372027964868 |
| 22 | 0 | 0.722871137939089 | -0.722871137939089 |
| 23 | 0 | 0.491150765739373 | -0.491150765739373 |
| 24 | 0 | 0.547251610633974 | -0.547251610633974 |
| 25 | 2 | 1.8937470833123 | 0.106252916687705 |
| 26 | 0 | 1.40319283008523 | -1.40319283008523 |
| 27 | 0 | 0.565403774978115 | -0.565403774978115 |
| 28 | 0 | 0.176216039817424 | -0.176216039817424 |
| 29 | 2 | 0.333683402778398 | 1.6663165972216 |
| 30 | 1 | 1.42134499442937 | -0.421344994429371 |
| 31 | 0.5 | 0.547251610633974 | -0.0472516106339737 |
| 32 | 2 | 1.19527322682201 | 0.804726773177987 |
| 33 | 0.5 | 1.03215725926868 | -0.53215725926868 |
| 34 | 0 | 0.333683402778398 | -0.333683402778398 |
| 35 | 0.5 | 1.03215725926868 | -0.53215725926868 |
| 36 | 0 | 0.565403774978115 | -0.565403774978115 |
| 37 | 2 | 1.19527322682201 | 0.804726773177987 |
| 38 | 0 | 1.2077767865738 | -1.2077767865738 |
| 39 | 1 | 1.05030942361282 | -0.0503094236128211 |
| 40 | 2 | 2.05121444627327 | -0.0512144462732699 |
| 41 | 1 | 1.42134499442937 | -0.421344994429371 |
| 42 | 2 | 2.05121444627327 | -0.0512144462732699 |
| 43 | 0 | 0.565403774978115 | -0.565403774978115 |
| 44 | 0.5 | 1.42134499442937 | -0.921344994429371 |
| 45 | 0 | 1.03215725926868 | -1.03215725926868 |
| 46 | 2 | 1.68017887545672 | 0.31982112454328 |
| 47 | 0 | 0.194368204161564 | -0.194368204161564 |
| 48 | 1 | 0.565403774978115 | 0.434596225021885 |
| 49 | 2 | 2.05121444627327 | -0.0512144462732699 |
| 50 | 0.5 | 0.806085491661322 | -0.306085491661322 |
| 51 | 2 | 1.05030942361282 | 0.949690576387179 |
| 52 | 2 | 1.57881235739035 | 0.421187642609654 |
| 53 | 2 | 1.05030942361282 | 0.949690576387179 |
| 54 | 0 | 0.806085491661322 | -0.806085491661322 |
| 55 | 0 | 0.194368204161564 | -0.194368204161564 |
| 56 | 0 | 1.36524414953477 | -1.36524414953477 |
| 57 | 0.5 | 1.05030942361282 | -0.550309423612821 |
| 58 | 0 | 0.824237656005463 | -0.824237656005463 |
| 59 | 2 | 0.806085491661322 | 1.19391450833868 |
| 60 | 0 | 0.176216039817424 | -0.176216039817424 |
| 61 | 0 | 1.05030942361282 | -1.05030942361282 |
| 62 | 2 | 2.05121444627327 | -0.0512144462732699 |
| 63 | 1 | 1.42134499442937 | -0.421344994429371 |
| 64 | 0 | 1.40319283008523 | -1.40319283008523 |
| 65 | 2 | 1.34709198519063 | 0.65290801480937 |
| 66 | 1 | 0.194368204161564 | 0.805631795838436 |
| 67 | 2 | 1.05030942361282 | 0.949690576387179 |
| 68 | 0 | 0.176216039817424 | -0.176216039817424 |
| 69 | 1 | 2.05121444627327 | -1.05121444627327 |
| 70 | 2 | 2.05121444627327 | -0.0512144462732699 |
| 71 | 0 | 0.509302930083514 | -0.509302930083514 |
| 72 | 0 | 0.194368204161564 | -0.194368204161564 |
| 73 | 0 | 0.194368204161564 | -0.194368204161564 |
| 74 | 0 | 0.824237656005463 | -0.824237656005463 |
| 75 | 2 | 1.42134499442937 | 0.578655005570629 |
| 76 | 2 | 1.40319283008523 | 0.59680716991477 |
| 77 | 2 | 1.18962462222966 | 0.810375377770345 |
| 78 | 2 | 1.73627972035132 | 0.26372027964868 |
| 79 | 2 | 1.40319283008523 | 0.59680716991477 |
| 80 | 2 | 1.73627972035132 | 0.26372027964868 |
| 81 | 2 | 1.03215725926868 | 0.96784274073132 |
| 82 | 2 | 1.66202671111258 | 0.337973288887421 |
| 83 | 2 | 1.66202671111258 | 0.337973288887421 |
| 84 | 2 | 1.40319283008523 | 0.59680716991477 |
| 85 | 0 | 0.176216039817424 | -0.176216039817424 |
| 86 | 2 | 1.66202671111258 | 0.337973288887421 |
| 87 | 0 | 0.547251610633974 | -0.547251610633974 |
| 88 | 2 | 2.05121444627327 | -0.0512144462732699 |
| 89 | 2 | 1.34709198519063 | 0.65290801480937 |
| 90 | 0 | 0.491150765739373 | -0.491150765739373 |
| 91 | 0 | 0.565403774978115 | -0.565403774978115 |
| 92 | 2 | 1.42134499442937 | 0.578655005570629 |
| 93 | 0 | 1.19527322682201 | -1.19527322682201 |
| 94 | 2 | 1.05030942361282 | 0.949690576387179 |
| 95 | 2 | 1.42134499442937 | 0.578655005570629 |
| 96 | 2 | 1.42134499442937 | 0.578655005570629 |
| 97 | 2 | 2.05121444627327 | -0.0512144462732699 |
| 98 | 2 | 2.05121444627327 | -0.0512144462732699 |
| 99 | 0 | 0.176216039817424 | -0.176216039817424 |
| 100 | 0 | 0.176216039817424 | -0.176216039817424 |
| 101 | 0 | 0.880338500900064 | -0.880338500900064 |
| 102 | 2 | 1.18962462222966 | 0.810375377770345 |
| 103 | 0 | 0.176216039817424 | -0.176216039817424 |
| 104 | 2 | 1.34709198519063 | 0.65290801480937 |
| 105 | 0 | 0.351835567122539 | -0.351835567122539 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.266639039561296 | 0.533278079122592 | 0.733360960438704 |
| 9 | 0.202925721201599 | 0.405851442403198 | 0.797074278798401 |
| 10 | 0.115518075051479 | 0.231036150102959 | 0.884481924948521 |
| 11 | 0.242780580108234 | 0.485561160216468 | 0.757219419891766 |
| 12 | 0.270744777008866 | 0.541489554017732 | 0.729255222991134 |
| 13 | 0.408690833712837 | 0.817381667425673 | 0.591309166287163 |
| 14 | 0.624463192598929 | 0.751073614802142 | 0.375536807401071 |
| 15 | 0.568868062638328 | 0.862263874723344 | 0.431131937361672 |
| 16 | 0.529536930887048 | 0.940926138225903 | 0.470463069112952 |
| 17 | 0.496258671484265 | 0.992517342968531 | 0.503741328515735 |
| 18 | 0.563007819046076 | 0.873984361907847 | 0.436992180953924 |
| 19 | 0.70098340400805 | 0.5980331919839 | 0.29901659599195 |
| 20 | 0.69187213652042 | 0.616255726959159 | 0.30812786347958 |
| 21 | 0.632323851097066 | 0.735352297805867 | 0.367676148902934 |
| 22 | 0.890088778000545 | 0.21982244399891 | 0.109911221999455 |
| 23 | 0.87311028644681 | 0.253779427106381 | 0.12688971355319 |
| 24 | 0.848068594303653 | 0.303862811392693 | 0.151931405696347 |
| 25 | 0.804975683922882 | 0.390048632154236 | 0.195024316077118 |
| 26 | 0.814961664459747 | 0.370076671080505 | 0.185038335540252 |
| 27 | 0.886531103141949 | 0.226937793716102 | 0.113468896858051 |
| 28 | 0.851456500315546 | 0.297086999368909 | 0.148543499684454 |
| 29 | 0.960377240047666 | 0.0792455199046672 | 0.0396227599523336 |
| 30 | 0.947444325728952 | 0.105111348542097 | 0.0525556742710485 |
| 31 | 0.928200594896609 | 0.143598810206782 | 0.071799405103391 |
| 32 | 0.929636454859325 | 0.14072709028135 | 0.0703635451406748 |
| 33 | 0.922741760203429 | 0.154516479593141 | 0.0772582397965705 |
| 34 | 0.905395915624959 | 0.189208168750082 | 0.0946040843750409 |
| 35 | 0.899145529205798 | 0.201708941588403 | 0.100854470794202 |
| 36 | 0.919002260717415 | 0.161995478565169 | 0.0809977392825847 |
| 37 | 0.933579503257369 | 0.132840993485262 | 0.066420496742631 |
| 38 | 0.969106459919667 | 0.0617870801606652 | 0.0308935400803326 |
| 39 | 0.959092955290957 | 0.0818140894180866 | 0.0409070447090433 |
| 40 | 0.944342225465222 | 0.111315549069556 | 0.0556577745347781 |
| 41 | 0.931536347437727 | 0.136927305124545 | 0.0684636525622726 |
| 42 | 0.909919173146893 | 0.180161653706213 | 0.0900808268531067 |
| 43 | 0.917003798096645 | 0.165992403806711 | 0.0829962019033553 |
| 44 | 0.929461328288921 | 0.141077343422158 | 0.0705386717110791 |
| 45 | 0.96339151263881 | 0.0732169747223803 | 0.0366084873611902 |
| 46 | 0.951756669985458 | 0.096486660029084 | 0.048243330014542 |
| 47 | 0.94554757093796 | 0.108904858124079 | 0.0544524290620395 |
| 48 | 0.94756751911641 | 0.104864961767179 | 0.0524324808835896 |
| 49 | 0.930484804646077 | 0.139030390707845 | 0.0695151953539225 |
| 50 | 0.917383999084939 | 0.165232001830123 | 0.0826160009150614 |
| 51 | 0.931828715460164 | 0.136342569079672 | 0.0681712845398361 |
| 52 | 0.923713704294402 | 0.152572591411195 | 0.0762862957055977 |
| 53 | 0.933731026818841 | 0.132537946362317 | 0.0662689731811587 |
| 54 | 0.935784666348161 | 0.128430667303679 | 0.0642153336518394 |
| 55 | 0.926928459820115 | 0.14614308035977 | 0.073071540179885 |
| 56 | 0.982250536935669 | 0.0354989261286617 | 0.0177494630643309 |
| 57 | 0.988002388756062 | 0.0239952224878761 | 0.0119976112439381 |
| 58 | 0.990494602942874 | 0.0190107941142512 | 0.00950539705712562 |
| 59 | 0.999103668576121 | 0.00179266284775711 | 0.000896331423878556 |
| 60 | 0.99851004274648 | 0.00297991450703988 | 0.00148995725351994 |
| 61 | 0.999992238325311 | 1.55233493769765e-05 | 7.76167468848824e-06 |
| 62 | 0.99998497703263 | 3.00459347391607e-05 | 1.50229673695804e-05 |
| 63 | 0.999994247181669 | 1.15056366622186e-05 | 5.75281833110932e-06 |
| 64 | 0.999999999997428 | 5.14392344571987e-12 | 2.57196172285993e-12 |
| 65 | 0.999999999995712 | 8.57594141459769e-12 | 4.28797070729884e-12 |
| 66 | 1 | 9.43341683518077e-16 | 4.71670841759039e-16 |
| 67 | 0.999999999999999 | 2.54378892449056e-15 | 1.27189446224528e-15 |
| 68 | 0.999999999999994 | 1.16836965196345e-14 | 5.84184825981723e-15 |
| 69 | 1 | 0 | 0 |
| 70 | 1 | 0 | 0 |
| 71 | 1 | 0 | 0 |
| 72 | 1 | 0 | 0 |
| 73 | 1 | 0 | 0 |
| 74 | 1 | 0 | 0 |
| 75 | 1 | 0 | 0 |
| 76 | 1 | 0 | 0 |
| 77 | 1 | 0 | 0 |
| 78 | 1 | 0 | 0 |
| 79 | 1 | 0 | 0 |
| 80 | 1 | 1.24298240305664e-314 | 6.21491201528321e-315 |
| 81 | 1 | 1.07102168177956e-307 | 5.35510840889778e-308 |
| 82 | 1 | 6.73563826939019e-285 | 3.3678191346951e-285 |
| 83 | 1 | 3.83851552524574e-266 | 1.91925776262287e-266 |
| 84 | 1 | 2.99931537310256e-256 | 1.49965768655128e-256 |
| 85 | 1 | 9.82065610173106e-239 | 4.91032805086553e-239 |
| 86 | 1 | 7.99737956931069e-218 | 3.99868978465535e-218 |
| 87 | 1 | 5.29197300180872e-211 | 2.64598650090436e-211 |
| 88 | 1 | 1.07249352108247e-183 | 5.36246760541233e-184 |
| 89 | 1 | 3.36602293710136e-169 | 1.68301146855068e-169 |
| 90 | 1 | 4.73011333415953e-157 | 2.36505666707977e-157 |
| 91 | 1 | 2.77131368775836e-143 | 1.38565684387918e-143 |
| 92 | 1 | 1.74067938310039e-128 | 8.70339691550195e-129 |
| 93 | 1 | 1.58762826400813e-108 | 7.93814132004066e-109 |
| 94 | 1 | 2.50761761938432e-94 | 1.25380880969216e-94 |
| 95 | 1 | 3.26760075400228e-81 | 1.63380037700114e-81 |
| 96 | 1 | 3.02692690488837e-64 | 1.51346345244418e-64 |
| 97 | 1 | 3.23293148034368e-51 | 1.61646574017184e-51 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 39 | 0.433333333333333 | NOK |
| 5% type I error level | 42 | 0.466666666666667 | NOK |
| 10% type I error level | 47 | 0.522222222222222 | NOK |
