Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 4.78653490851177 + 1.38972451003Weeks[t] + 0.00864318736817814Uselimits[t] + 0.157197219341272T20[t] -0.156530152221649T40[t] + 0.263764402248574Used[t] + 0.0403809769938891Useful[t] + 0.0357073197745367`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) | 4.78653490851177 | 1.690339 | 2.8317 | 0.005284 | 0.002642 |
Weeks | 1.38972451003 | 0.379864 | 3.6585 | 0.000354 | 0.000177 |
Uselimits | 0.00864318736817814 | 0.041496 | 0.2083 | 0.835293 | 0.417646 |
T20 | 0.157197219341272 | 0.0678 | 2.3185 | 0.021808 | 0.010904 |
T40 | -0.156530152221649 | 0.058477 | -2.6768 | 0.008284 | 0.004142 |
Used | 0.263764402248574 | 0.04481 | 5.8863 | 0 | 0 |
Useful | 0.0403809769938891 | 0.045562 | 0.8863 | 0.376919 | 0.188459 |
`Outcome\r` | 0.0357073197745367 | 0.039538 | 0.9031 | 0.367957 | 0.183979 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.53293320401624 |
R-squared | 0.284017799943015 |
Adjusted R-squared | 0.249689886241653 |
F-TEST (value) | 8.27366913159492 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 146 |
p-value | 1.74130451169319e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.232942707861295 |
Sum Squared Residuals | 7.92229655127988 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 13 | 13.0940250312876 | -0.0940250312875835 |
2 | 13 | 12.9818453862086 | 0.0181546137913614 |
3 | 13 | 12.9818453862086 | 0.0181546137913596 |
4 | 13 | 12.9818453862086 | 0.0181546137913596 |
5 | 13 | 12.9818453862086 | 0.0181546137913596 |
6 | 13 | 12.9778758560598 | 0.0221241439401854 |
7 | 13 | 12.9818453862086 | 0.0181546137913596 |
8 | 13 | 13.1383755384303 | -0.138375538430289 |
9 | 13 | 12.9461380664341 | 0.0538619335658963 |
10 | 13 | 12.9732021988405 | 0.0267978011595378 |
11 | 13 | 13.1297323510621 | -0.129732351062111 |
12 | 13 | 12.9818453862086 | 0.0181546137913596 |
13 | 13 | 13.2859907654511 | -0.285990765451103 |
14 | 13 | 13.1297323510621 | -0.129732351062111 |
15 | 13 | 13.2502834456766 | -0.250283445676567 |
16 | 13 | 13.4068135978982 | -0.406813597898215 |
17 | 14 | 13.4338777303046 | 0.566122269695426 |
18 | 13 | 13.1297323510621 | -0.129732351062111 |
19 | 13 | 12.9461380664341 | 0.0538619335658963 |
20 | 14 | 13.4068135978982 | 0.593186402101784 |
21 | 13 | 13.0135831758344 | -0.0135831758343513 |
22 | 13 | 13.2416402583084 | -0.241640258308389 |
23 | 13 | 12.986519043428 | 0.0134809565720072 |
24 | 13 | 12.9778758560598 | 0.0221241439401854 |
25 | 13 | 13.3664326209043 | -0.366432620904326 |
26 | 13 | 13.2859907654511 | -0.285990765451103 |
27 | 13 | 12.9374948790659 | 0.0625051209340745 |
28 | 13 | 13.2456097884572 | -0.245609788457214 |
29 | 13 | 12.9461380664341 | 0.0538619335658963 |
30 | 13 | 13.0222263632025 | -0.0222263632025295 |
31 | 13 | 12.9818453862086 | 0.0181546137913596 |
32 | 13 | 12.9732021988405 | 0.0267978011595378 |
33 | 13 | 13.0135831758344 | -0.0135831758343513 |
34 | 13 | 13.1026682186558 | -0.102668218655752 |
35 | 13 | 12.9818453862086 | 0.0181546137913596 |
36 | 13 | 12.9818453862086 | 0.0181546137913596 |
37 | 13 | 13.4338777303046 | -0.433877730304574 |
38 | 13 | 13.2099024686827 | -0.209902468682678 |
39 | 13 | 12.986519043428 | 0.0134809565720072 |
40 | 13 | 13.1787565154242 | -0.178756515424178 |
41 | 14 | 13.2502834456766 | 0.749716554323433 |
42 | 13 | 13.2099024686827 | -0.209902468682678 |
43 | 13 | 12.9778758560598 | 0.0221241439401854 |
44 | 13 | 13.1297323510621 | -0.129732351062111 |
45 | 13 | 13.0222263632025 | -0.0222263632025295 |
46 | 13 | 12.986519043428 | 0.0134809565720072 |
47 | 13 | 12.9818453862086 | 0.0181546137913596 |
48 | 13 | 12.9461380664341 | 0.0538619335658963 |
49 | 13 | 12.986519043428 | 0.0134809565720072 |
50 | 13 | 12.9818453862086 | 0.0181546137913596 |
51 | 13 | 13.4021399406789 | -0.402139940678863 |
52 | 14 | 13.4338777303046 | 0.566122269695426 |
53 | 13 | 12.9461380664341 | 0.0538619335658963 |
54 | 14 | 13.2456097884572 | 0.754390211542785 |
55 | 13 | 12.9818453862086 | 0.0181546137913596 |
56 | 13 | 13.3664326209043 | -0.366432620904326 |
57 | 13 | 13.2502834456766 | -0.250283445676567 |
58 | 13 | 12.9461380664341 | 0.0538619335658963 |
59 | 13 | 12.9461380664341 | 0.0538619335658963 |
60 | 14 | 13.39817041053 | 0.601829589469963 |
61 | 13 | 13.0940250312876 | -0.0940250312875741 |
62 | 13 | 13.2859907654511 | -0.285990765451103 |
63 | 13 | 12.9818453862086 | 0.0181546137913596 |
64 | 13 | 13.0940250312876 | -0.0940250312875741 |
65 | 13 | 12.9818453862086 | 0.0181546137913596 |
66 | 13 | 12.9818453862086 | 0.0181546137913596 |
67 | 14 | 13.4425209176728 | 0.557479082327248 |
68 | 13 | 12.9732021988405 | 0.0267978011595378 |
69 | 13 | 12.9461380664341 | 0.0538619335658963 |
70 | 13 | 13.2456097884572 | -0.245609788457214 |
71 | 13 | 12.9818453862086 | 0.0181546137913596 |
72 | 13 | 12.9461380664341 | 0.0538619335658963 |
73 | 13 | 13.2099024686827 | -0.209902468682678 |
74 | 13 | 13.236966601089 | -0.236966601089036 |
75 | 13 | 12.9461380664341 | 0.0538619335658963 |
76 | 13 | 13.1430491956496 | -0.143049195649641 |
77 | 13 | 12.9461380664341 | 0.0538619335658963 |
78 | 13 | 13.2502834456766 | -0.250283445676567 |
79 | 14 | 13.3664326209043 | 0.633567379095674 |
80 | 13 | 13.1787565154242 | -0.178756515424178 |
81 | 13 | 12.9818453862086 | 0.0181546137913596 |
82 | 13 | 13.2012592813145 | -0.2012592813145 |
83 | 13 | 12.9818453862086 | 0.0181546137913596 |
84 | 14 | 13.2456097884572 | 0.754390211542785 |
85 | 13 | 12.986519043428 | 0.0134809565720072 |
86 | 13 | 12.9732021988405 | 0.0267978011595378 |
87 | 13 | 12.9809251359526 | 0.0190748640474063 |
88 | 13 | 13.0874923188599 | -0.0874923188598961 |
89 | 13 | 13.0252756430953 | -0.0252756430953086 |
90 | 13 | 12.9895683233208 | 0.0104316766792281 |
91 | 13 | 13.0656566200892 | -0.0656566200891976 |
92 | 13 | 12.8594352363859 | 0.140564763614141 |
93 | 13 | 13.057013432721 | -0.0570134327210195 |
94 | 13 | 13.0252756430953 | -0.0252756430953086 |
95 | 13 | 12.868078423754 | 0.131921576245963 |
96 | 13 | 12.9895683233208 | 0.0104316766792281 |
97 | 13 | 12.8594352363859 | 0.140564763614141 |
98 | 13 | 13.0252756430953 | -0.0252756430953086 |
99 | 13 | 13.0166324557271 | -0.0166324557271304 |
100 | 13 | 12.9895683233208 | 0.0104316766792281 |
101 | 13 | 12.9809251359526 | 0.0190748640474063 |
102 | 13 | 13.0252756430953 | -0.0252756430953086 |
103 | 13 | 13.0252756430953 | -0.0252756430953086 |
104 | 13 | 13.0252756430953 | -0.0252756430953086 |
105 | 13 | 13.1318428260026 | -0.131842826002611 |
106 | 13 | 13.0252756430953 | -0.0252756430953086 |
107 | 13 | 13.0252756430953 | -0.0252756430953086 |
108 | 13 | 13.1231996386344 | -0.123199638634433 |
109 | 13 | 13.0252756430953 | -0.0252756430953086 |
110 | 13 | 13.0166324557271 | -0.0166324557271304 |
111 | 13 | 13.1635806156283 | -0.163580615628322 |
112 | 13 | 12.868078423754 | 0.131921576245963 |
113 | 13 | 13.2890400453439 | -0.289040045343882 |
114 | 13 | 13.1231996386344 | -0.123199638634433 |
115 | 13 | 13.0166324557271 | -0.0166324557271304 |
116 | 13 | 13.0252756430953 | -0.0252756430953086 |
117 | 13 | 12.9809251359526 | 0.0190748640474063 |
118 | 13 | 13.0166324557271 | -0.0166324557271304 |
119 | 13 | 13.0252756430953 | -0.0252756430953086 |
120 | 13 | 12.9895683233208 | 0.0104316766792281 |
121 | 13 | 13.0166324557271 | -0.0166324557271304 |
122 | 13 | 13.0252756430953 | -0.0252756430953086 |
123 | 13 | 13.1231996386344 | -0.123199638634433 |
124 | 13 | 13.2937137025632 | -0.293713702563235 |
125 | 13 | 12.9895683233208 | 0.0104316766792281 |
126 | 13 | 12.868078423754 | 0.131921576245963 |
127 | 13 | 13.0656566200892 | -0.0656566200891976 |
128 | 13 | 12.9895683233208 | 0.0104316766792281 |
129 | 13 | 13.0252756430953 | -0.0252756430953086 |
130 | 13 | 12.9895683233208 | 0.0104316766792281 |
131 | 13 | 13.0166324557271 | -0.0166324557271304 |
132 | 13 | 12.9809251359526 | 0.0190748640474063 |
133 | 13 | 13.2803968579757 | -0.280396857975704 |
134 | 13 | 13.0252756430953 | -0.0252756430953086 |
135 | 13 | 13.0252756430953 | -0.0252756430953086 |
136 | 13 | 13.0252756430953 | -0.0252756430953086 |
137 | 13 | 13.2850705151951 | -0.285070515195057 |
138 | 13 | 13.1278732958538 | -0.127873295853785 |
139 | 13 | 12.868078423754 | 0.131921576245963 |
140 | 13 | 13.0252756430953 | -0.0252756430953086 |
141 | 14 | 13.2533327255693 | 0.746667274430654 |
142 | 13 | 13.0961355062281 | -0.0961355062280742 |
143 | 13 | 13.0166324557271 | -0.0166324557271304 |
144 | 13 | 13.0299493003147 | -0.0299493003146609 |
145 | 13 | 13.0656566200892 | -0.0656566200891976 |
146 | 13 | 12.8323711039795 | 0.1676288960205 |
147 | 13 | 13.1318428260026 | -0.131842826002611 |
148 | 13 | 12.868078423754 | 0.131921576245963 |
149 | 13 | 13.0166324557271 | -0.0166324557271304 |
150 | 13 | 13.0299493003147 | -0.0299493003146609 |
151 | 13 | 12.9895683233208 | 0.0104316766792281 |
152 | 14 | 13.2803968579757 | 0.719603142024296 |
153 | 14 | 13.3207778349696 | 0.679222165030407 |
154 | 13 | 13.2803968579757 | -0.280396857975704 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 8.99192608646427e-45 | 1.79838521729285e-44 | 1 |
12 | 5.89374652468355e-57 | 1.17874930493671e-56 | 1 |
13 | 4.27548384608833e-72 | 8.55096769217666e-72 | 1 |
14 | 3.75440630098831e-85 | 7.50881260197662e-85 | 1 |
15 | 4.09221658699781e-99 | 8.18443317399562e-99 | 1 |
16 | 0 | 0 | 1 |
17 | 0.552333381548951 | 0.895333236902098 | 0.447666618451049 |
18 | 0.498808433646321 | 0.997616867292642 | 0.501191566353679 |
19 | 0.45903386411481 | 0.91806772822962 | 0.54096613588519 |
20 | 0.898256713375303 | 0.203486573249395 | 0.101743286624697 |
21 | 0.858304443022268 | 0.283391113955464 | 0.141695556977732 |
22 | 0.847336598349764 | 0.305326803300472 | 0.152663401650236 |
23 | 0.797602175492695 | 0.40479564901461 | 0.202397824507305 |
24 | 0.741548523781276 | 0.516902952437447 | 0.258451476218724 |
25 | 0.744544450955449 | 0.510911098089103 | 0.255455549044551 |
26 | 0.746603618889847 | 0.506792762220306 | 0.253396381110153 |
27 | 0.709123754864895 | 0.58175249027021 | 0.290876245135105 |
28 | 0.661619310863189 | 0.676761378273621 | 0.338380689136811 |
29 | 0.610346232840184 | 0.779307534319633 | 0.389653767159816 |
30 | 0.552527673486855 | 0.894944653026291 | 0.447472326513145 |
31 | 0.491098876009823 | 0.982197752019647 | 0.508901123990177 |
32 | 0.430811172876248 | 0.861622345752495 | 0.569188827123752 |
33 | 0.373062517470081 | 0.746125034940161 | 0.626937482529919 |
34 | 0.325647787432564 | 0.651295574865127 | 0.674352212567436 |
35 | 0.274157524269004 | 0.548315048538007 | 0.725842475730996 |
36 | 0.227128034335944 | 0.454256068671889 | 0.772871965664056 |
37 | 0.307868708679626 | 0.615737417359252 | 0.692131291320374 |
38 | 0.268694601463672 | 0.537389202927343 | 0.731305398536328 |
39 | 0.222809477758688 | 0.445618955517377 | 0.777190522241312 |
40 | 0.215530289934399 | 0.431060579868798 | 0.784469710065601 |
41 | 0.756908679484666 | 0.486182641030667 | 0.243091320515334 |
42 | 0.732520223083431 | 0.534959553833138 | 0.267479776916569 |
43 | 0.687191520364143 | 0.625616959271715 | 0.312808479635857 |
44 | 0.65179646323491 | 0.696407073530181 | 0.34820353676509 |
45 | 0.602067714122891 | 0.795864571754217 | 0.397932285877109 |
46 | 0.551644323223899 | 0.896711353552202 | 0.448355676776101 |
47 | 0.500176134395288 | 0.999647731209424 | 0.499823865604712 |
48 | 0.448865474487481 | 0.897730948974961 | 0.551134525512519 |
49 | 0.399140781687089 | 0.798281563374179 | 0.600859218312911 |
50 | 0.350586815141697 | 0.701173630283393 | 0.649413184858303 |
51 | 0.430176354235219 | 0.860352708470438 | 0.569823645764781 |
52 | 0.701042666320886 | 0.597914667358229 | 0.298957333679114 |
53 | 0.659323163295652 | 0.681353673408697 | 0.340676836704348 |
54 | 0.947530437933819 | 0.104939124132361 | 0.0524695620661807 |
55 | 0.932801092677426 | 0.134397814645147 | 0.0671989073225737 |
56 | 0.96120145078354 | 0.0775970984329196 | 0.0387985492164598 |
57 | 0.960845389780172 | 0.0783092204396568 | 0.0391546102198284 |
58 | 0.95041031535479 | 0.099179369290419 | 0.0495896846452095 |
59 | 0.937846932671829 | 0.124306134656342 | 0.0621530673281712 |
60 | 0.9823656070632 | 0.0352687858735997 | 0.0176343929367998 |
61 | 0.979665786133869 | 0.0406684277322618 | 0.0203342138661309 |
62 | 0.981226856345451 | 0.0375462873090973 | 0.0187731436545487 |
63 | 0.975030489148026 | 0.0499390217039488 | 0.0249695108519744 |
64 | 0.97396968681323 | 0.0520606263735409 | 0.0260303131867704 |
65 | 0.965879883214941 | 0.0682402335701182 | 0.0341201167850591 |
66 | 0.955821291196384 | 0.0883574176072325 | 0.0441787088036163 |
67 | 0.983513346439145 | 0.03297330712171 | 0.016486653560855 |
68 | 0.97794955098473 | 0.0441008980305394 | 0.0220504490152697 |
69 | 0.971395324034238 | 0.0572093519315245 | 0.0286046759657622 |
70 | 0.972183727963417 | 0.0556325440731667 | 0.0278162720365834 |
71 | 0.963655902202468 | 0.0726881955950638 | 0.0363440977975319 |
72 | 0.953700220956975 | 0.0925995580860491 | 0.0462997790430245 |
73 | 0.953231565016139 | 0.0935368699677228 | 0.0467684349838614 |
74 | 0.95640506558238 | 0.0871898688352398 | 0.0435949344176199 |
75 | 0.944798396181572 | 0.110403207636856 | 0.0552016038184278 |
76 | 0.942879205813729 | 0.114241588372542 | 0.0571207941862711 |
77 | 0.928620134720746 | 0.142759730558508 | 0.0713798652792541 |
78 | 0.934683843354223 | 0.130632313291554 | 0.0653161566457768 |
79 | 0.98397019525787 | 0.0320596094842602 | 0.0160298047421301 |
80 | 0.980056335857444 | 0.0398873282851116 | 0.0199436641425558 |
81 | 0.974638296838749 | 0.0507234063225009 | 0.0253617031612505 |
82 | 0.980636759762909 | 0.0387264804741811 | 0.0193632402370906 |
83 | 0.978785876965473 | 0.0424282460690549 | 0.0212141230345274 |
84 | 0.998079754802513 | 0.00384049039497381 | 0.0019202451974869 |
85 | 0.997172081654945 | 0.00565583669011056 | 0.00282791834505528 |
86 | 0.995891811733414 | 0.00821637653317243 | 0.00410818826658621 |
87 | 0.994102086678788 | 0.0117958266424244 | 0.0058979133212122 |
88 | 0.992075843120401 | 0.0158483137591975 | 0.00792415687959876 |
89 | 0.988956454828528 | 0.0220870903429441 | 0.0110435451714721 |
90 | 0.984746833177256 | 0.0305063336454888 | 0.0152531668227444 |
91 | 0.979411245406368 | 0.0411775091872642 | 0.0205887545936321 |
92 | 0.974927970249129 | 0.0501440595017423 | 0.0250720297508712 |
93 | 0.966679786832657 | 0.0666404263346865 | 0.0333202131673432 |
94 | 0.956189482160447 | 0.0876210356791061 | 0.0438105178395531 |
95 | 0.946863557572919 | 0.106272884854161 | 0.0531364424270806 |
96 | 0.931700548180496 | 0.136598903639008 | 0.0682994518195041 |
97 | 0.919723852434711 | 0.160552295130578 | 0.0802761475652889 |
98 | 0.898907058189711 | 0.202185883620578 | 0.101092941810289 |
99 | 0.874114638817772 | 0.251770722364456 | 0.125885361182228 |
100 | 0.845532668039434 | 0.308934663921132 | 0.154467331960566 |
101 | 0.812744686783695 | 0.37451062643261 | 0.187255313216305 |
102 | 0.775885749112762 | 0.448228501774475 | 0.224114250887238 |
103 | 0.735083372006825 | 0.529833255986349 | 0.264916627993174 |
104 | 0.69066247862497 | 0.618675042750059 | 0.30933752137503 |
105 | 0.660452053087156 | 0.679095893825688 | 0.339547946912844 |
106 | 0.611154250082886 | 0.777691499834227 | 0.388845749917114 |
107 | 0.559849239797245 | 0.88030152040551 | 0.440150760202755 |
108 | 0.520675336939179 | 0.958649326121642 | 0.479324663060821 |
109 | 0.467584924552801 | 0.935169849105602 | 0.532415075447199 |
110 | 0.413845311089493 | 0.827690622178986 | 0.586154688910507 |
111 | 0.376125772405208 | 0.752251544810415 | 0.623874227594792 |
112 | 0.339802126676684 | 0.679604253353369 | 0.660197873323316 |
113 | 0.387109111011126 | 0.774218222022251 | 0.612890888988874 |
114 | 0.351236885871426 | 0.702473771742853 | 0.648763114128574 |
115 | 0.299993672806925 | 0.59998734561385 | 0.700006327193075 |
116 | 0.254131452761429 | 0.508262905522857 | 0.745868547238571 |
117 | 0.210675872163953 | 0.421351744327906 | 0.789324127836047 |
118 | 0.171033070479225 | 0.34206614095845 | 0.828966929520775 |
119 | 0.137984548283166 | 0.275969096566333 | 0.862015451716834 |
120 | 0.107935861889447 | 0.215871723778894 | 0.892064138110553 |
121 | 0.0826669412912893 | 0.165333882582579 | 0.917333058708711 |
122 | 0.0631268738998777 | 0.126253747799755 | 0.936873126100122 |
123 | 0.0527508145530044 | 0.105501629106009 | 0.947249185446996 |
124 | 0.0674250306116104 | 0.134850061223221 | 0.93257496938839 |
125 | 0.049276925892663 | 0.098553851785326 | 0.950723074107337 |
126 | 0.0392307560325524 | 0.0784615120651047 | 0.960769243967448 |
127 | 0.0278069383093251 | 0.0556138766186503 | 0.972193061690675 |
128 | 0.0189054148298352 | 0.0378108296596703 | 0.981094585170165 |
129 | 0.0128448348486576 | 0.0256896696973153 | 0.987155165151342 |
130 | 0.00826403147321504 | 0.0165280629464301 | 0.991735968526785 |
131 | 0.00506264977319264 | 0.0101252995463853 | 0.994937350226807 |
132 | 0.00306728507109614 | 0.00613457014219229 | 0.996932714928904 |
133 | 0.00608031202268174 | 0.0121606240453635 | 0.993919687977318 |
134 | 0.00384726056793035 | 0.00769452113586071 | 0.99615273943207 |
135 | 0.00243070075482984 | 0.00486140150965969 | 0.99756929924517 |
136 | 0.0015759699836288 | 0.0031519399672576 | 0.998424030016371 |
137 | 0.00287869840509712 | 0.00575739681019425 | 0.997121301594903 |
138 | 0.00231375790808838 | 0.00462751581617677 | 0.997686242091912 |
139 | 0.00180326805936055 | 0.00360653611872109 | 0.998196731940639 |
140 | 0.000814415838473423 | 0.00162883167694685 | 0.999185584161527 |
141 | 0.0126092641310791 | 0.0252185282621582 | 0.987390735868921 |
142 | 0.0093783336810818 | 0.0187566673621636 | 0.990621666318918 |
143 | 0.00435469477619348 | 0.00870938955238695 | 0.995645305223807 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 18 | 0.135338345864662 | NOK |
5% type I error level | 40 | 0.300751879699248 | NOK |
10% type I error level | 59 | 0.443609022556391 | NOK |