Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis_1[t] = -1.15798149687543 + 0.351151565220221Weeks[t] -0.00199330863477795uselimit[t] -0.163697515521597T40[t] + 0.150676124978063T20[t] + 0.248752117406973used[t] + 0.0440401232909736useful[t] -0.0414080650037894outcome[t] + 0.00149668514555213t + 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) | -1.15798149687543 | 0.306867 | -3.7736 | 0.000234 | 0.000117 |
Weeks | 0.351151565220221 | 0.085322 | 4.1156 | 6.5e-05 | 3.2e-05 |
uselimit | -0.00199330863477795 | 0.041366 | -0.0482 | 0.961633 | 0.480817 |
T40 | -0.163697515521597 | 0.058194 | -2.813 | 0.00559 | 0.002795 |
T20 | 0.150676124978063 | 0.06741 | 2.2352 | 0.026931 | 0.013466 |
used | 0.248752117406973 | 0.045286 | 5.493 | 0 | 0 |
useful | 0.0440401232909736 | 0.045279 | 0.9726 | 0.332352 | 0.166176 |
outcome | -0.0414080650037894 | 0.039384 | -1.0514 | 0.294823 | 0.147412 |
t | 0.00149668514555213 | 0.000845 | 1.7715 | 0.078586 | 0.039293 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.546977776330514 |
R-squared | 0.299184687799473 |
Adjusted R-squared | 0.260519015402203 |
F-TEST (value) | 7.73773399633402 |
F-TEST (DF numerator) | 8 |
F-TEST (DF denominator) | 145 |
p-value | 1.30143621435153e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.231255582180693 |
Sum Squared Residuals | 7.75447592201102 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.0410225599908448 | -0.0410225599908448 |
2 | 0 | -0.077776896746634 | 0.077776896746634 |
3 | 0 | -0.0762802116010816 | 0.0762802116010816 |
4 | 0 | -0.0747835264555295 | 0.0747835264555295 |
5 | 0 | -0.0732868413099772 | 0.0732868413099772 |
6 | 0 | -0.0711514065120189 | 0.0711514065120189 |
7 | 0 | -0.070293471018873 | 0.070293471018873 |
8 | 0 | 0.0949007296482764 | -0.0949007296482764 |
9 | 0 | -0.108708165731558 | 0.108708165731558 |
10 | 0 | -0.0677967242169946 | 0.0677967242169946 |
11 | 0 | 0.0973974764501549 | -0.0973974764501549 |
12 | 0 | -0.0628100452911124 | 0.0628100452911124 |
13 | 0 | 0.231478880552387 | -0.231478880552387 |
14 | 0 | 0.101887531886811 | -0.101887531886811 |
15 | 0 | 0.193064185839701 | -0.193064185839701 |
16 | 0 | 0.358258386506851 | -0.358258386506851 |
17 | 1 | 0.399169828021415 | 0.600830171978585 |
18 | 0 | 0.10787427246902 | -0.10787427246902 |
19 | 0 | -0.093741314276037 | 0.093741314276037 |
20 | 1 | 0.36424512708906 | 0.63575487291094 |
21 | 0 | -0.00729306432494765 | 0.00729306432494765 |
22 | 0 | 0.201547673223788 | -0.201547673223788 |
23 | 0 | -0.0437144504028549 | 0.0437144504028549 |
24 | 0 | -0.0442110738920807 | 0.0442110738920807 |
25 | 0 | 0.327688429525846 | -0.327688429525846 |
26 | 0 | 0.250935787444564 | -0.250935787444564 |
27 | 0 | -0.0837611417463979 | 0.0837611417463979 |
28 | 0 | 0.209889034444695 | -0.209889034444695 |
29 | 0 | -0.0787744628205157 | 0.0787744628205157 |
30 | 0 | 0.00817041061979947 | -0.00817041061979947 |
31 | 0 | -0.034373027525622 | 0.034373027525622 |
32 | 0 | -0.0348696510148478 | 0.0348696510148478 |
33 | 0 | 0.0106671574216779 | -0.0106671574216779 |
34 | 0 | 0.0924064784288423 | -0.0924064784288423 |
35 | 0 | -0.0283862869434135 | 0.0283862869434135 |
36 | 0 | -0.0268896017978613 | 0.0268896017978613 |
37 | 0 | 0.429103530932457 | -0.429103530932457 |
38 | 0 | 0.183447820896427 | -0.183447820896427 |
39 | 0 | -0.0197674880740208 | 0.0197674880740208 |
40 | 0 | 0.186834777596918 | -0.186834777596918 |
41 | 1 | 0.231977999624057 | 0.768022000375943 |
42 | 0 | 0.189434561478635 | -0.189434561478635 |
43 | 0 | -0.0157740561265903 | 0.0157740561265903 |
44 | 0 | 0.146788086253375 | -0.146788086253375 |
45 | 0 | 0.0306206878030814 | -0.0306206878030814 |
46 | 0 | -0.00929069205515592 | 0.00929069205515592 |
47 | 0 | -0.0104260651967879 | 0.0104260651967879 |
48 | 0 | -0.0503374450550252 | 0.0503374450550252 |
49 | 0 | -0.00480063661849954 | 0.00480063661849954 |
50 | 0 | -0.00593600976013156 | 0.00593600976013156 |
51 | 0 | 0.408010308313991 | -0.408010308313991 |
52 | 1 | 0.451553808115739 | 0.548446191884261 |
53 | 0 | -0.0428540193272646 | 0.0428540193272646 |
54 | 1 | 0.24880284822905 | 0.75119715177095 |
55 | 0 | 0.00154741596762908 | -0.00154741596762908 |
56 | 0 | 0.374085669037962 | -0.374085669037962 |
57 | 0 | 0.255924961952891 | -0.255924961952891 |
58 | 0 | -0.035370593599504 | 0.035370593599504 |
59 | 0 | -0.0338739084539518 | 0.0338739084539518 |
60 | 1 | 0.422119224276367 | 0.577880775723633 |
61 | 0 | 0.130823668723972 | -0.130823668723972 |
62 | 0 | 0.304816452684441 | -0.304816452684441 |
63 | 0 | 0.0135208971320461 | -0.0135208971320461 |
64 | 0 | 0.135313724160628 | -0.135313724160628 |
65 | 0 | 0.0165142674231504 | -0.0165142674231504 |
66 | 0 | 0.0180109525687025 | -0.0180109525687025 |
67 | 1 | 0.475997393933799 | 0.524002606066201 |
68 | 0 | 0.0190110142250288 | -0.0190110142250288 |
69 | 0 | -0.0189070569984306 | 0.0189070569984306 |
70 | 0 | 0.272749810557884 | -0.272749810557884 |
71 | 0 | 0.0254943782964631 | -0.0254943782964631 |
72 | 0 | -0.0144170015617742 | 0.0144170015617742 |
73 | 0 | 0.235831800990751 | -0.235831800990751 |
74 | 0 | 0.276743242505315 | -0.276743242505315 |
75 | 0 | -0.00992694612511781 | 0.00992694612511781 |
76 | 0 | 0.199307377833005 | -0.199307377833005 |
77 | 0 | -0.00693357583401355 | 0.00693357583401355 |
78 | 0 | 0.287355350009486 | -0.287355350009486 |
79 | 1 | 0.408509427385662 | 0.591490572614338 |
80 | 0 | 0.246702183419003 | -0.246702183419003 |
81 | 0 | 0.0404612297519844 | -0.0404612297519844 |
82 | 0 | 0.247308658665942 | -0.247308658665942 |
83 | 0 | 0.0434546000430886 | -0.0434546000430886 |
84 | 1 | 0.293703402595614 | 0.706296597404386 |
85 | 0 | 0.049080028621377 | -0.049080028621377 |
86 | 0 | 0.0459513468449671 | -0.0459513468449671 |
87 | 0 | -0.0675158824543929 | 0.0675158824543929 |
88 | 0 | 0.0320567951200698 | -0.0320567951200698 |
89 | 0 | -0.0211211385247212 | 0.0211211385247212 |
90 | 0 | -0.0610325183829585 | 0.0610325183829585 |
91 | 0 | 0.0259123550573566 | -0.0259123550573566 |
92 | 0 | -0.169300516700906 | 0.169300516700906 |
93 | 0 | 0.0269124167136829 | -0.0269124167136829 |
94 | 0 | -0.0136377127969606 | 0.0136377127969606 |
95 | 0 | -0.162817152629471 | 0.162817152629471 |
96 | 0 | -0.0520524075096458 | 0.0520524075096458 |
97 | 0 | -0.161817090973145 | 0.161817090973145 |
98 | 0 | -0.00765097221475206 | 0.00765097221475206 |
99 | 0 | -0.00814759570397787 | 0.00814759570397787 |
100 | 0 | -0.0460656669274373 | 0.0460656669274373 |
101 | 0 | -0.0465622904166631 | 0.0465622904166631 |
102 | 0 | -0.00166423163254354 | 0.00166423163254354 |
103 | 0 | -0.000167546486991416 | 0.000167546486991416 |
104 | 0 | 0.00132913865856071 | -0.00132913865856071 |
105 | 0 | 0.100901816233023 | -0.100901816233023 |
106 | 0 | 0.00432250894966497 | -0.00432250894966497 |
107 | 0 | 0.0058191940952171 | -0.0058191940952171 |
108 | 0 | 0.103398563034902 | -0.103398563034902 |
109 | 0 | 0.00881256438632135 | -0.00881256438632135 |
110 | 0 | 0.00831594089709553 | -0.00831594089709553 |
111 | 0 | 0.151928741762532 | -0.151928741762532 |
112 | 0 | -0.137373505155085 | 0.137373505155085 |
113 | 0 | 0.263551422375503 | -0.263551422375503 |
114 | 0 | 0.112378673908215 | -0.112378673908215 |
115 | 0 | 0.0157993666248562 | -0.0157993666248562 |
116 | 0 | 0.0192893604051862 | -0.0192893604051862 |
117 | 0 | -0.022615328087829 | 0.022615328087829 |
118 | 0 | 0.0202894220615126 | -0.0202894220615126 |
119 | 0 | 0.0237794158418426 | -0.0237794158418426 |
120 | 0 | -0.0161319640163947 | 0.0161319640163947 |
121 | 0 | 0.0247794774981689 | -0.0247794774981689 |
122 | 0 | 0.028269471278499 | -0.028269471278499 |
123 | 0 | 0.125848840218184 | -0.125848840218184 |
124 | 0 | 0.282647017263761 | -0.282647017263761 |
125 | 0 | -0.00864853828863405 | 0.00864853828863405 |
126 | 0 | -0.116419913117355 | 0.116419913117355 |
127 | 0 | 0.0797930202972332 | -0.0797930202972332 |
128 | 0 | -0.00415848285197766 | 0.00415848285197766 |
129 | 0 | 0.0387462672973639 | -0.0387462672973639 |
130 | 0 | -0.0011651125608734 | 0.0011651125608734 |
131 | 0 | 0.0397463289536902 | -0.0397463289536902 |
132 | 0 | -0.000165050904547097 | 0.000165050904547097 |
133 | 0 | 0.291491816651768 | -0.291491816651768 |
134 | 0 | 0.0462296930251245 | -0.0462296930251245 |
135 | 0 | 0.0477263781706767 | -0.0477263781706767 |
136 | 0 | 0.0492230633162288 | -0.0492230633162288 |
137 | 0 | 0.30011061552116 | -0.30011061552116 |
138 | 0 | 0.15093117568865 | -0.15093117568865 |
139 | 0 | -0.0969630062251776 | 0.0969630062251776 |
140 | 0 | 0.0552098038984373 | -0.0552098038984373 |
141 | 1 | 0.264050541447173 | 0.735949458552827 |
142 | 0 | 0.114871101614663 | -0.114871101614663 |
143 | 0 | 0.0577065507003158 | -0.0577065507003158 |
144 | 0 | 0.06382860276783 | -0.06382860276783 |
145 | 0 | 0.106733352917172 | -0.106733352917172 |
146 | 0 | -0.127894275210102 | 0.127894275210102 |
147 | 0 | 0.163762592346213 | -0.163762592346213 |
148 | 0 | -0.0834928399152085 | 0.0834928399152085 |
149 | 0 | 0.0666866615736285 | -0.0666866615736285 |
150 | 0 | 0.0728087136411427 | -0.0728087136411427 |
151 | 0 | 0.0302652754957213 | -0.0302652754957213 |
152 | 1 | 0.319928834417258 | 0.680071165582742 |
153 | 1 | 0.365465642853784 | 0.634534357146216 |
154 | 0 | 0.322922204708363 | -0.322922204708363 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
12 | 0 | 0 | 1 |
13 | 0 | 0 | 1 |
14 | 0 | 0 | 1 |
15 | 0 | 0 | 1 |
16 | 0 | 0 | 1 |
17 | 0.645396923577183 | 0.709206152845635 | 0.354603076422817 |
18 | 0.564152342531978 | 0.871695314936044 | 0.435847657468022 |
19 | 0.554602781288148 | 0.890794437423703 | 0.445397218711852 |
20 | 0.930589874497723 | 0.138820251004554 | 0.0694101255022771 |
21 | 0.902378083533151 | 0.195243832933699 | 0.0976219164668494 |
22 | 0.893759002183333 | 0.212481995633335 | 0.106240997816667 |
23 | 0.853957973921517 | 0.292084052156966 | 0.146042026078483 |
24 | 0.806519753128566 | 0.386960493742869 | 0.193480246871434 |
25 | 0.801685665144235 | 0.39662866971153 | 0.198314334855765 |
26 | 0.788944689801143 | 0.422110620397714 | 0.211055310198857 |
27 | 0.765204778844624 | 0.469590442310751 | 0.234795221155376 |
28 | 0.716264345936274 | 0.567471308127453 | 0.283735654063726 |
29 | 0.671274313412833 | 0.657451373174335 | 0.328725686587167 |
30 | 0.612936999784917 | 0.774126000430165 | 0.387063000215083 |
31 | 0.553872237607119 | 0.892255524785761 | 0.44612776239288 |
32 | 0.493188205701448 | 0.986376411402896 | 0.506811794298552 |
33 | 0.433006417837551 | 0.866012835675103 | 0.566993582162449 |
34 | 0.378949156459676 | 0.757898312919352 | 0.621050843540324 |
35 | 0.325016367553647 | 0.650032735107295 | 0.674983632446353 |
36 | 0.273747579617513 | 0.547495159235026 | 0.726252420382487 |
37 | 0.345358722895365 | 0.69071744579073 | 0.654641277104635 |
38 | 0.299781041082672 | 0.599562082165344 | 0.700218958917328 |
39 | 0.249582850355033 | 0.499165700710065 | 0.750417149644967 |
40 | 0.230112687436913 | 0.460225374873826 | 0.769887312563087 |
41 | 0.796519536705672 | 0.406960926588656 | 0.203480463294328 |
42 | 0.769589965595064 | 0.460820068809873 | 0.230410034404936 |
43 | 0.727478089691549 | 0.545043820616901 | 0.272521910308451 |
44 | 0.691125734496053 | 0.617748531007894 | 0.308874265503947 |
45 | 0.642010925160526 | 0.715978149678949 | 0.357989074839474 |
46 | 0.592527758530339 | 0.814944482939321 | 0.407472241469661 |
47 | 0.542884889201989 | 0.914230221596021 | 0.457115110798011 |
48 | 0.492961597242402 | 0.985923194484803 | 0.507038402757598 |
49 | 0.442887186112698 | 0.885774372225395 | 0.557112813887302 |
50 | 0.393357612973208 | 0.786715225946417 | 0.606642387026792 |
51 | 0.462787077910318 | 0.925574155820635 | 0.537212922089682 |
52 | 0.735972941369467 | 0.528054117261066 | 0.264027058630533 |
53 | 0.695572322104825 | 0.60885535579035 | 0.304427677895175 |
54 | 0.955137242250194 | 0.0897255154996123 | 0.0448627577498062 |
55 | 0.942260987437389 | 0.115478025125222 | 0.0577390125626109 |
56 | 0.967771559635606 | 0.0644568807287884 | 0.0322284403643942 |
57 | 0.967840482108928 | 0.0643190357821432 | 0.0321595178910716 |
58 | 0.958638234626599 | 0.0827235307468014 | 0.0413617653734007 |
59 | 0.947482072737309 | 0.105035854525382 | 0.052517927262691 |
60 | 0.984731075619075 | 0.0305378487618503 | 0.0152689243809251 |
61 | 0.982848461348741 | 0.0343030773025177 | 0.0171515386512588 |
62 | 0.984936103179459 | 0.0301277936410821 | 0.0150638968205411 |
63 | 0.979606724403307 | 0.0407865511933852 | 0.0203932755966926 |
64 | 0.979298615000807 | 0.0414027699983868 | 0.0207013849991934 |
65 | 0.972391012370457 | 0.0552179752590858 | 0.0276089876295429 |
66 | 0.963671494645011 | 0.0726570107099789 | 0.0363285053549894 |
67 | 0.986458504587331 | 0.0270829908253379 | 0.0135414954126689 |
68 | 0.981907832020624 | 0.0361843359587523 | 0.0180921679793761 |
69 | 0.975949968801674 | 0.0481000623966515 | 0.0240500311983257 |
70 | 0.977152485284909 | 0.0456950294301815 | 0.0228475147150907 |
71 | 0.969687973420305 | 0.0606240531593902 | 0.0303120265796951 |
72 | 0.960513422702731 | 0.0789731545945378 | 0.0394865772972689 |
73 | 0.959869456704899 | 0.0802610865902011 | 0.0401305432951006 |
74 | 0.963169103436193 | 0.0736617931276147 | 0.0368308965638074 |
75 | 0.952345410967435 | 0.0953091780651306 | 0.0476545890325653 |
76 | 0.95286945230463 | 0.0942610953907405 | 0.0471305476953702 |
77 | 0.939885714905104 | 0.120228570189793 | 0.0601142850948964 |
78 | 0.944254506464963 | 0.111490987070074 | 0.0557454935350368 |
79 | 0.98639336242644 | 0.027213275147119 | 0.0136066375735595 |
80 | 0.983868059155305 | 0.0322638816893907 | 0.0161319408446953 |
81 | 0.979264613120485 | 0.0414707737590299 | 0.0207353868795149 |
82 | 0.984287583677675 | 0.0314248326446491 | 0.0157124163223246 |
83 | 0.982892174595144 | 0.0342156508097129 | 0.0171078254048565 |
84 | 0.998619272222031 | 0.00276145555593802 | 0.00138072777796901 |
85 | 0.997962374164555 | 0.00407525167088924 | 0.00203762583544462 |
86 | 0.996993935626692 | 0.00601212874661691 | 0.00300606437330845 |
87 | 0.995688342177212 | 0.00862331564557694 | 0.00431165782278847 |
88 | 0.993796784834348 | 0.0124064303313047 | 0.00620321516565237 |
89 | 0.991276866063357 | 0.0174462678732852 | 0.0087231339366426 |
90 | 0.98803386008981 | 0.0239322798203802 | 0.0119661399101901 |
91 | 0.984007094983791 | 0.0319858100324172 | 0.0159929050162086 |
92 | 0.981623752015572 | 0.0367524959688564 | 0.0183762479844282 |
93 | 0.975926418815512 | 0.0481471623689756 | 0.0240735811844878 |
94 | 0.967943129329494 | 0.0641137413410122 | 0.0320568706705061 |
95 | 0.964440482070973 | 0.0711190358580536 | 0.0355595179290268 |
96 | 0.954404528732353 | 0.0911909425352948 | 0.0455954712676474 |
97 | 0.952079832873091 | 0.0958403342538183 | 0.0479201671269091 |
98 | 0.938510507867715 | 0.122978984264569 | 0.0614894921322846 |
99 | 0.922455160222786 | 0.155089679554428 | 0.077544839777214 |
100 | 0.904641582446351 | 0.190716835107298 | 0.0953584175536492 |
101 | 0.886085512532445 | 0.22782897493511 | 0.113914487467555 |
102 | 0.860512241548911 | 0.278975516902178 | 0.139487758451089 |
103 | 0.83127192304096 | 0.337456153918079 | 0.16872807695904 |
104 | 0.79837733204287 | 0.403245335914261 | 0.20162266795713 |
105 | 0.765938739923233 | 0.468122520153535 | 0.234061260076767 |
106 | 0.725701468551724 | 0.548597062896552 | 0.274298531448276 |
107 | 0.682391242585314 | 0.635217514829371 | 0.317608757414686 |
108 | 0.638018729229498 | 0.723962541541004 | 0.361981270770502 |
109 | 0.589199283066048 | 0.821601433867904 | 0.410800716933952 |
110 | 0.539533154272823 | 0.920933691454354 | 0.460466845727177 |
111 | 0.495105047188341 | 0.990210094376682 | 0.504894952811659 |
112 | 0.497665721550938 | 0.995331443101876 | 0.502334278449062 |
113 | 0.489160071639955 | 0.978320143279911 | 0.510839928360045 |
114 | 0.434957590384245 | 0.869915180768489 | 0.565042409615755 |
115 | 0.383476440241968 | 0.766952880483937 | 0.616523559758032 |
116 | 0.33057461327401 | 0.661149226548021 | 0.66942538672599 |
117 | 0.289632289891818 | 0.579264579783637 | 0.710367710108182 |
118 | 0.247261034190479 | 0.494522068380958 | 0.752738965809521 |
119 | 0.203463085169443 | 0.406926170338886 | 0.796536914830557 |
120 | 0.167458769774377 | 0.334917539548755 | 0.832541230225623 |
121 | 0.137548088409973 | 0.275096176819946 | 0.862451911590027 |
122 | 0.107283427235262 | 0.214566854470525 | 0.892716572764738 |
123 | 0.0819892592586738 | 0.163978518517348 | 0.918010740741326 |
124 | 0.0780340512283039 | 0.156068102456608 | 0.921965948771696 |
125 | 0.0576190565453992 | 0.115238113090798 | 0.942380943454601 |
126 | 0.0576832009521274 | 0.115366401904255 | 0.942316799047873 |
127 | 0.0427274308319327 | 0.0854548616638654 | 0.957272569168067 |
128 | 0.0298705581676755 | 0.059741116335351 | 0.970129441832325 |
129 | 0.0201122205761809 | 0.0402244411523618 | 0.979887779423819 |
130 | 0.0131906391389367 | 0.0263812782778734 | 0.986809360861063 |
131 | 0.00910411565083984 | 0.0182082313016797 | 0.99089588434916 |
132 | 0.0071715953490738 | 0.0143431906981476 | 0.992828404650926 |
133 | 0.00686474506118683 | 0.0137294901223737 | 0.993135254938813 |
134 | 0.00390983389819608 | 0.00781966779639216 | 0.996090166101804 |
135 | 0.00212399329256765 | 0.00424798658513529 | 0.997876006707432 |
136 | 0.00110819837352464 | 0.00221639674704928 | 0.998891801626475 |
137 | 0.00153922728365189 | 0.00307845456730378 | 0.998460772716348 |
138 | 0.00143516936961945 | 0.0028703387392389 | 0.998564830630381 |
139 | 0.000903346083612679 | 0.00180669216722536 | 0.999096653916387 |
140 | 0.000372879993047922 | 0.000745759986095845 | 0.999627120006952 |
141 | 0.0108282722379416 | 0.0216565444758832 | 0.989171727762058 |
142 | 0.00472269693472042 | 0.00944539386944085 | 0.99527730306528 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 17 | 0.129770992366412 | NOK |
5% type I error level | 43 | 0.32824427480916 | NOK |
10% type I error level | 61 | 0.465648854961832 | NOK |