Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 0.0342091785256804 + 0.00703473203162012UseLimit[t] -0.165833400963344T20[t] + 0.258868076514766Used[t] -0.0221823235624419Useful[t] -0.0260285290801734`Outcome\r`[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) | 0.0342091785256804 | 0.036606 | 0.9345 | 0.353717 | 0.176858 |
UseLimit | 0.00703473203162012 | 0.049811 | 0.1412 | 0.888155 | 0.444078 |
T20 | -0.165833400963344 | 0.058908 | -2.8151 | 0.006556 | 0.003278 |
Used | 0.258868076514766 | 0.063587 | 4.0711 | 0.000137 | 6.8e-05 |
Useful | -0.0221823235624419 | 0.065011 | -0.3412 | 0.73412 | 0.36706 |
`Outcome\r` | -0.0260285290801734 | 0.050549 | -0.5149 | 0.608469 | 0.304234 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.498022418485476 |
R-squared | 0.248026329314123 |
Adjusted R-squared | 0.18638914319233 |
F-TEST (value) | 4.02397229529639 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 61 |
p-value | 0.00320542835937931 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.187953151795345 |
Sum Squared Residuals | 2.15490962345804 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.0152153814771272 | -0.0152153814771272 |
2 | 0 | 0.108250057028549 | -0.108250057028549 |
3 | 0 | 0.0342091785256803 | -0.0342091785256803 |
4 | 0 | 0.00818064944550692 | -0.00818064944550692 |
5 | 0 | 0.0120268549632385 | -0.0120268549632385 |
6 | 0 | -0.124589490406043 | 0.124589490406043 |
7 | 0 | 0.0190615869948587 | -0.0190615869948587 |
8 | 0 | 0.0342091785256804 | -0.0342091785256804 |
9 | 0 | -0.131624222437663 | 0.131624222437663 |
10 | 0 | 0.00818064944550704 | -0.00818064944550704 |
11 | 0 | -0.124589490406043 | 0.124589490406043 |
12 | 0 | 0.0342091785256804 | -0.0342091785256804 |
13 | 0 | 0.0412439105573005 | -0.0412439105573005 |
14 | 0 | 0.00818064944550704 | -0.00818064944550704 |
15 | 0 | 0.0152153814771272 | -0.0152153814771272 |
16 | 0 | 0.0342091785256804 | -0.0342091785256804 |
17 | 0 | 0.0342091785256804 | -0.0342091785256804 |
18 | 0 | 0.0342091785256804 | -0.0342091785256804 |
19 | 0 | 0.127243854077103 | -0.127243854077103 |
20 | 0 | 0.0342091785256804 | -0.0342091785256804 |
21 | 0 | 0.0342091785256804 | -0.0342091785256804 |
22 | 0 | 0.134278586108723 | -0.134278586108723 |
23 | 0 | 0.0342091785256804 | -0.0342091785256804 |
24 | 0 | 0.0412439105573005 | -0.0412439105573005 |
25 | 0 | 0.112096262546281 | -0.112096262546281 |
26 | 0 | -0.131624222437663 | 0.131624222437663 |
27 | 0 | 0.293077255040446 | -0.293077255040446 |
28 | 0 | 0.134278586108723 | -0.134278586108723 |
29 | 0 | 0.0412439105573005 | -0.0412439105573005 |
30 | 0 | 0.0342091785256804 | -0.0342091785256804 |
31 | 0 | 0.0152153814771272 | -0.0152153814771272 |
32 | 0 | 0.0412439105573005 | -0.0412439105573005 |
33 | 0 | 0.0342091785256804 | -0.0342091785256804 |
34 | 0 | 0.00818064944550704 | -0.00818064944550704 |
35 | 0 | 0.0412439105573005 | -0.0412439105573005 |
36 | 0 | 0.0342091785256804 | -0.0342091785256804 |
37 | 0 | 0.134278586108723 | -0.134278586108723 |
38 | 0 | 0.244866402397831 | -0.244866402397831 |
39 | 0 | 0.00818064944550704 | -0.00818064944550704 |
40 | 0 | -0.131624222437663 | 0.131624222437663 |
41 | 0 | 0.0120268549632385 | -0.0120268549632385 |
42 | 0 | 0.00818064944550704 | -0.00818064944550704 |
43 | 0 | 0.0342091785256804 | -0.0342091785256804 |
44 | 0 | 0.00818064944550704 | -0.00818064944550704 |
45 | 0 | 0.0412439105573005 | -0.0412439105573005 |
46 | 0 | 0.0152153814771272 | -0.0152153814771272 |
47 | 0 | 0.300111987072067 | -0.300111987072067 |
48 | 0 | 0.0342091785256804 | -0.0342091785256804 |
49 | 0 | 0.0342091785256804 | -0.0342091785256804 |
50 | 0 | 0.0342091785256804 | -0.0342091785256804 |
51 | 0 | 0.251901134429451 | -0.251901134429451 |
52 | 0 | 0.0860677334661075 | -0.0860677334661075 |
53 | 0 | -0.131624222437663 | 0.131624222437663 |
54 | 0 | 0.0342091785256804 | -0.0342091785256804 |
55 | 1 | 0.267048725960273 | 0.732951274039727 |
56 | 0 | 0.101215324996929 | -0.101215324996929 |
57 | 0 | 0.0412439105573005 | -0.0412439105573005 |
58 | 0 | -0.0140016741169348 | 0.0140016741169348 |
59 | 0 | 0.0120268549632385 | -0.0120268549632385 |
60 | 0 | -0.157652751517837 | 0.157652751517837 |
61 | 0 | 0.127243854077103 | -0.127243854077103 |
62 | 0 | -0.131624222437663 | 0.131624222437663 |
63 | 0 | 0.0412439105573005 | -0.0412439105573005 |
64 | 0 | -0.0140016741169348 | 0.0140016741169348 |
65 | 0 | 0.00818064944550704 | -0.00818064944550704 |
66 | 1 | 0.300111987072066 | 0.699888012927934 |
67 | 1 | 0.277929663509625 | 0.722070336490375 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0 | 0 | 1 |
10 | 0 | 0 | 1 |
11 | 0 | 0 | 1 |
12 | 0 | 0 | 1 |
13 | 0 | 0 | 1 |
14 | 0 | 0 | 1 |
15 | 0 | 0 | 1 |
16 | 0 | 0 | 1 |
17 | 0 | 0 | 1 |
18 | 0 | 0 | 1 |
19 | 0 | 0 | 1 |
20 | 0 | 0 | 1 |
21 | 0 | 0 | 1 |
22 | 0 | 0 | 1 |
23 | 0 | 0 | 1 |
24 | 0 | 0 | 1 |
25 | 0 | 0 | 1 |
26 | 0 | 0 | 1 |
27 | 0 | 0 | 1 |
28 | 0 | 0 | 1 |
29 | 0 | 0 | 1 |
30 | 0 | 0 | 1 |
31 | 0 | 0 | 1 |
32 | 0 | 0 | 1 |
33 | 0 | 0 | 1 |
34 | 0 | 0 | 1 |
35 | 0 | 0 | 1 |
36 | 0 | 0 | 1 |
37 | 0 | 0 | 1 |
38 | 0 | 0 | 1 |
39 | 0 | 0 | 1 |
40 | 0 | 0 | 1 |
41 | 0 | 0 | 1 |
42 | 0 | 0 | 1 |
43 | 0 | 0 | 1 |
44 | 0 | 0 | 1 |
45 | 0 | 0 | 1 |
46 | 0 | 0 | 1 |
47 | 0 | 0 | 1 |
48 | 0 | 0 | 1 |
49 | 0 | 0 | 1 |
50 | 0 | 0 | 1 |
51 | 0 | 0 | 1 |
52 | 0 | 0 | 1 |
53 | 0 | 0 | 1 |
54 | 0 | 0 | 1 |
55 | 0.000866206572833931 | 0.00173241314566786 | 0.999133793427166 |
56 | 0.00353532595022659 | 0.00707065190045317 | 0.996464674049773 |
57 | 0.00369019460789596 | 0.00738038921579192 | 0.996309805392104 |
58 | 0.0015606118560831 | 0.0031212237121662 | 0.998439388143917 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 50 | 1 | NOK |
5% type I error level | 50 | 1 | NOK |
10% type I error level | 50 | 1 | NOK |