Multiple Linear Regression - Estimated Regression Equation |
Outcome[t] = + 0.407297941015069 -0.0815995698277696UseLimit[t] + 0.0358865460405258T40[t] + 0.105702133494478Used[t] -0.168981184403386CorrectAnalysis[t] + 0.155551570380783Useful[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) | 0.407297941015069 | 0.08244 | 4.9405 | 4e-06 | 2e-06 |
UseLimit | -0.0815995698277696 | 0.127793 | -0.6385 | 0.524954 | 0.262477 |
T40 | 0.0358865460405258 | 0.135258 | 0.2653 | 0.791446 | 0.395723 |
Used | 0.105702133494478 | 0.137494 | 0.7688 | 0.444291 | 0.222146 |
CorrectAnalysis | -0.168981184403386 | 0.212912 | -0.7937 | 0.429737 | 0.214869 |
Useful | 0.155551570380783 | 0.120587 | 1.2899 | 0.200784 | 0.100392 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.195771301056748 |
R-squared | 0.0383264023174518 |
Adjusted R-squared | -0.0217781975377076 |
F-TEST (value) | 0.637661716570964 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 80 |
p-value | 0.671577287063815 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.507140785309565 |
Sum Squared Residuals | 20.5753420899522 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.361584917227825 | 0.638415082772175 |
2 | 0 | 0.407297941015069 | -0.407297941015069 |
3 | 0 | 0.407297941015069 | -0.407297941015069 |
4 | 0 | 0.407297941015069 | -0.407297941015069 |
5 | 0 | 0.407297941015069 | -0.407297941015069 |
6 | 1 | 0.481249941568083 | 0.518750058431917 |
7 | 0 | 0.407297941015069 | -0.407297941015069 |
8 | 0 | 0.443184487055595 | -0.443184487055595 |
9 | 1 | 0.407297941015069 | 0.592702058984931 |
10 | 0 | 0.3256983711873 | -0.3256983711873 |
11 | 0 | 0.361584917227826 | -0.361584917227826 |
12 | 0 | 0.407297941015069 | -0.407297941015069 |
13 | 0 | 0.668551644890331 | -0.668551644890331 |
14 | 0 | 0.361584917227826 | -0.361584917227826 |
15 | 1 | 0.668551644890331 | 0.331448355109669 |
16 | 1 | 0.704438190930857 | 0.295561809069143 |
17 | 0 | 0.453857436699701 | -0.453857436699701 |
18 | 0 | 0.361584917227826 | -0.361584917227826 |
19 | 1 | 0.407297941015069 | 0.592702058984931 |
20 | 1 | 0.535457006527471 | 0.464542993472529 |
21 | 0 | 0.481249941568083 | -0.481249941568083 |
22 | 1 | 0.586952075062561 | 0.413047924937439 |
23 | 1 | 0.562849511395853 | 0.437150488604147 |
24 | 1 | 0.481249941568083 | 0.518750058431917 |
25 | 1 | 0.548886620550073 | 0.451113379449927 |
26 | 0 | 0.668551644890331 | -0.668551644890331 |
27 | 1 | 0.3256983711873 | 0.6743016288127 |
28 | 0 | 0.513000074509547 | -0.513000074509547 |
29 | 1 | 0.407297941015069 | 0.592702058984931 |
30 | 0 | 0.562849511395853 | -0.562849511395853 |
31 | 0 | 0.407297941015069 | -0.407297941015069 |
32 | 0 | 0.3256983711873 | -0.3256983711873 |
33 | 0 | 0.481249941568083 | -0.481249941568083 |
34 | 1 | 0.443184487055595 | 0.556815512944405 |
35 | 0 | 0.407297941015069 | -0.407297941015069 |
36 | 0 | 0.407297941015069 | -0.407297941015069 |
37 | 0 | 0.622838621103087 | -0.622838621103087 |
38 | 1 | 0.513000074509547 | 0.486999925490453 |
39 | 1 | 0.562849511395853 | 0.437150488604147 |
40 | 0 | 0.598736057436379 | -0.598736057436379 |
41 | 1 | 0.499570460486945 | 0.500429539513055 |
42 | 1 | 0.513000074509547 | 0.486999925490453 |
43 | 1 | 0.481249941568083 | 0.518750058431917 |
44 | 0 | 0.361584917227826 | -0.361584917227826 |
45 | 0 | 0.562849511395853 | -0.562849511395853 |
46 | 1 | 0.562849511395853 | 0.437150488604147 |
47 | 0 | 0.407297941015069 | -0.407297941015069 |
48 | 1 | 0.407297941015069 | 0.592702058984931 |
49 | 1 | 0.562849511395853 | 0.437150488604147 |
50 | 0 | 0.407297941015069 | -0.407297941015069 |
51 | 0 | 0.548886620550073 | -0.548886620550073 |
52 | 0 | 0.453857436699701 | -0.453857436699701 |
53 | 1 | 0.407297941015069 | 0.592702058984931 |
54 | 0 | 0.344018890106161 | -0.344018890106161 |
55 | 0 | 0.407297941015069 | -0.407297941015069 |
56 | 1 | 0.548886620550073 | 0.451113379449927 |
57 | 1 | 0.668551644890331 | 0.331448355109669 |
58 | 1 | 0.407297941015069 | 0.592702058984931 |
59 | 1 | 0.407297941015069 | 0.592702058984931 |
60 | 1 | 0.453857436699701 | 0.546142563300299 |
61 | 1 | 0.361584917227826 | 0.638415082772174 |
62 | 0 | 0.668551644890331 | -0.668551644890331 |
63 | 0 | 0.407297941015069 | -0.407297941015069 |
64 | 1 | 0.361584917227826 | 0.638415082772174 |
65 | 0 | 0.407297941015069 | -0.407297941015069 |
66 | 0 | 0.407297941015069 | -0.407297941015069 |
67 | 0 | 0.535457006527471 | -0.535457006527471 |
68 | 0 | 0.3256983711873 | -0.3256983711873 |
69 | 1 | 0.407297941015069 | 0.592702058984931 |
70 | 0 | 0.513000074509547 | -0.513000074509547 |
71 | 0 | 0.407297941015069 | -0.407297941015069 |
72 | 1 | 0.407297941015069 | 0.592702058984931 |
73 | 1 | 0.513000074509547 | 0.486999925490453 |
74 | 0 | 0.431400504681778 | -0.431400504681778 |
75 | 1 | 0.407297941015069 | 0.592702058984931 |
76 | 1 | 0.598736057436379 | 0.401263942563621 |
77 | 1 | 0.407297941015069 | 0.592702058984931 |
78 | 1 | 0.668551644890331 | 0.331448355109669 |
79 | 1 | 0.379905436146687 | 0.620094563853313 |
80 | 0 | 0.598736057436379 | -0.598736057436379 |
81 | 0 | 0.407297941015069 | -0.407297941015069 |
82 | 1 | 0.431400504681778 | 0.568599495318222 |
83 | 0 | 0.407297941015069 | -0.407297941015069 |
84 | 0 | 0.344018890106161 | -0.344018890106161 |
85 | 1 | 0.562849511395853 | 0.437150488604147 |
86 | 0 | 0.3256983711873 | -0.3256983711873 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.634309247981081 | 0.731381504037838 | 0.365690752018919 |
10 | 0.685559415574329 | 0.628881168851341 | 0.314440584425671 |
11 | 0.652709759206501 | 0.694580481586999 | 0.347290240793499 |
12 | 0.539269845214413 | 0.921460309571173 | 0.460730154785587 |
13 | 0.433534719011644 | 0.867069438023288 | 0.566465280988356 |
14 | 0.369183167922785 | 0.738366335845569 | 0.630816832077215 |
15 | 0.458675113959401 | 0.917350227918803 | 0.541324886040599 |
16 | 0.391348340807158 | 0.782696681614317 | 0.608651659192842 |
17 | 0.307473432179594 | 0.614946864359188 | 0.692526567820406 |
18 | 0.255708964313717 | 0.511417928627434 | 0.744291035686283 |
19 | 0.392738024047412 | 0.785476048094823 | 0.607261975952588 |
20 | 0.405276046311224 | 0.810552092622447 | 0.594723953688777 |
21 | 0.466382474594856 | 0.932764949189712 | 0.533617525405144 |
22 | 0.458913108263172 | 0.917826216526345 | 0.541086891736828 |
23 | 0.411594583742302 | 0.823189167484604 | 0.588405416257698 |
24 | 0.380630418408294 | 0.761260836816588 | 0.619369581591706 |
25 | 0.396283017202467 | 0.792566034404934 | 0.603716982797533 |
26 | 0.470082819610179 | 0.940165639220357 | 0.529917180389821 |
27 | 0.555199832178461 | 0.889600335643078 | 0.444800167821539 |
28 | 0.522314638274681 | 0.955370723450637 | 0.477685361725319 |
29 | 0.563302493749253 | 0.873395012501493 | 0.436697506250747 |
30 | 0.582586596539503 | 0.834826806920994 | 0.417413403460497 |
31 | 0.544166931786996 | 0.911666136426009 | 0.455833068213004 |
32 | 0.496585492324669 | 0.993170984649337 | 0.503414507675331 |
33 | 0.49012681065299 | 0.98025362130598 | 0.50987318934701 |
34 | 0.498411845751883 | 0.996823691503767 | 0.501588154248117 |
35 | 0.462773634523822 | 0.925547269047644 | 0.537226365476178 |
36 | 0.4285165221968 | 0.8570330443936 | 0.5714834778032 |
37 | 0.467532168459477 | 0.935064336918954 | 0.532467831540523 |
38 | 0.476159976112038 | 0.952319952224077 | 0.523840023887962 |
39 | 0.455982073034502 | 0.911964146069005 | 0.544017926965497 |
40 | 0.479135537467868 | 0.958271074935735 | 0.520864462532132 |
41 | 0.467968933309292 | 0.935937866618585 | 0.532031066690708 |
42 | 0.457585210592637 | 0.915170421185274 | 0.542414789407363 |
43 | 0.456315257058399 | 0.912630514116799 | 0.543684742941601 |
44 | 0.439309873908925 | 0.878619747817849 | 0.560690126091075 |
45 | 0.446775620182002 | 0.893551240364003 | 0.553224379817998 |
46 | 0.430710083837109 | 0.861420167674218 | 0.569289916162891 |
47 | 0.408839763666783 | 0.817679527333567 | 0.591160236333216 |
48 | 0.424184866040826 | 0.848369732081653 | 0.575815133959174 |
49 | 0.408104104203179 | 0.816208208406359 | 0.591895895796821 |
50 | 0.38656527381522 | 0.77313054763044 | 0.61343472618478 |
51 | 0.446155227584016 | 0.892310455168033 | 0.553844772415984 |
52 | 0.432641386723271 | 0.865282773446543 | 0.567358613276729 |
53 | 0.450779142401531 | 0.901558284803062 | 0.549220857598469 |
54 | 0.402438255527145 | 0.804876511054291 | 0.597561744472855 |
55 | 0.379216467375694 | 0.758432934751389 | 0.620783532624306 |
56 | 0.341484484321397 | 0.682968968642794 | 0.658515515678603 |
57 | 0.316830561542562 | 0.633661123085125 | 0.683169438457438 |
58 | 0.330470912422143 | 0.660941824844286 | 0.669529087577857 |
59 | 0.350272982133774 | 0.700545964267548 | 0.649727017866226 |
60 | 0.36365175109806 | 0.727303502196119 | 0.636348248901941 |
61 | 0.345179126829189 | 0.690358253658377 | 0.654820873170811 |
62 | 0.360894889152346 | 0.721789778304693 | 0.639105110847654 |
63 | 0.333263118396852 | 0.666526236793704 | 0.666736881603148 |
64 | 0.348134443651038 | 0.696268887302076 | 0.651865556348962 |
65 | 0.325581121524924 | 0.651162243049848 | 0.674418878475076 |
66 | 0.312686442106999 | 0.625372884213999 | 0.687313557893001 |
67 | 0.302300990091614 | 0.604601980183228 | 0.697699009908386 |
68 | 0.242157131700378 | 0.484314263400756 | 0.757842868299622 |
69 | 0.237982094172916 | 0.475964188345831 | 0.762017905827084 |
70 | 0.306706364186906 | 0.613412728373813 | 0.693293635813094 |
71 | 0.299844245129673 | 0.599688490259346 | 0.700155754870327 |
72 | 0.277738250844092 | 0.555476501688184 | 0.722261749155908 |
73 | 0.203598690476744 | 0.407197380953487 | 0.796401309523256 |
74 | 0.217394672671087 | 0.434789345342174 | 0.782605327328913 |
75 | 0.218150786356874 | 0.436301572713748 | 0.781849213643126 |
76 | 0.167719395662894 | 0.335438791325788 | 0.832280604337106 |
77 | 0.261592743405929 | 0.523185486811858 | 0.738407256594071 |
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 | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |