| Multiple Linear Regression - Estimated Regression Equation |
| T40[t] = + 0.730943717215633 -0.767520438542602T20[t] + 0.15545106563962Outcome[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) | 0.730943717215633 | 0.073376 | 9.9616 | 0 | 0 |
| T20 | -0.767520438542602 | 0.172961 | -4.4375 | 1.7e-05 | 9e-06 |
| Outcome | 0.15545106563962 | 0.110822 | 1.4027 | 0.162756 | 0.081378 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.366402632188144 |
| R-squared | 0.1342508888744 |
| Adjusted R-squared | 0.122784013230352 |
| F-TEST (value) | 11.7077129849305 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 151 |
| p-value | 1.87542673023566e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.668095694834302 |
| Sum Squared Residuals | 67.3991304758754 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2 | 0.886394782855252 | 1.11360521714475 |
| 2 | 1 | 0.730943717215633 | 0.269056282784367 |
| 3 | 1 | 0.730943717215632 | 0.269056282784368 |
| 4 | 1 | 0.730943717215633 | 0.269056282784367 |
| 5 | 1 | 0.730943717215633 | 0.269056282784367 |
| 6 | 1 | 0.886394782855253 | 0.113605217144747 |
| 7 | 1 | 0.730943717215633 | 0.269056282784367 |
| 8 | 2 | 0.730943717215633 | 1.26905628278437 |
| 9 | 1 | 0.886394782855253 | 0.113605217144747 |
| 10 | 1 | 0.730943717215633 | 0.269056282784367 |
| 11 | 2 | 0.730943717215633 | 1.26905628278437 |
| 12 | 1 | 0.730943717215633 | 0.269056282784367 |
| 13 | 1 | 0.730943717215633 | 0.269056282784367 |
| 14 | 2 | 0.730943717215633 | 1.26905628278437 |
| 15 | 1 | 0.886394782855253 | 0.113605217144747 |
| 16 | 2 | 0.886394782855253 | 1.11360521714475 |
| 17 | 2 | 0.730943717215633 | 1.26905628278437 |
| 18 | 2 | 0.730943717215633 | 1.26905628278437 |
| 19 | 1 | 0.886394782855253 | 0.113605217144747 |
| 20 | 2 | 0.886394782855253 | 1.11360521714475 |
| 21 | 1 | 0.730943717215633 | 0.269056282784367 |
| 22 | 1 | 0.886394782855253 | 0.113605217144747 |
| 23 | 1 | 0.886394782855253 | 0.113605217144747 |
| 24 | 1 | 0.886394782855253 | 0.113605217144747 |
| 25 | 2 | 0.886394782855253 | 1.11360521714475 |
| 26 | 1 | 0.730943717215633 | 0.269056282784367 |
| 27 | 1 | 0.886394782855253 | 0.113605217144747 |
| 28 | 1 | 0.730943717215633 | 0.269056282784367 |
| 29 | 1 | 0.886394782855253 | 0.113605217144747 |
| 30 | 1 | 0.730943717215633 | 0.269056282784367 |
| 31 | 1 | 0.730943717215633 | 0.269056282784367 |
| 32 | 1 | 0.730943717215633 | 0.269056282784367 |
| 33 | 1 | 0.730943717215633 | 0.269056282784367 |
| 34 | 2 | 0.886394782855253 | 1.11360521714475 |
| 35 | 1 | 0.730943717215633 | 0.269056282784367 |
| 36 | 1 | 0.730943717215633 | 0.269056282784367 |
| 37 | 2 | 0.730943717215633 | 1.26905628278437 |
| 38 | 1 | 0.886394782855253 | 0.113605217144747 |
| 39 | 1 | 0.886394782855253 | 0.113605217144747 |
| 40 | 2 | 0.730943717215633 | 1.26905628278437 |
| 41 | 1 | 0.886394782855253 | 0.113605217144747 |
| 42 | 1 | 0.886394782855253 | 0.113605217144747 |
| 43 | 1 | 0.886394782855253 | 0.113605217144747 |
| 44 | 2 | 0.730943717215633 | 1.26905628278437 |
| 45 | 1 | 0.730943717215633 | 0.269056282784367 |
| 46 | 1 | 0.886394782855253 | 0.113605217144747 |
| 47 | 1 | 0.730943717215633 | 0.269056282784367 |
| 48 | 1 | 0.886394782855253 | 0.113605217144747 |
| 49 | 1 | 0.886394782855253 | 0.113605217144747 |
| 50 | 1 | 0.730943717215633 | 0.269056282784367 |
| 51 | 2 | 0.730943717215633 | 1.26905628278437 |
| 52 | 2 | 0.730943717215633 | 1.26905628278437 |
| 53 | 1 | 0.886394782855253 | 0.113605217144747 |
| 54 | 1 | 0.730943717215633 | 0.269056282784367 |
| 55 | 1 | 0.730943717215633 | 0.269056282784367 |
| 56 | 2 | 0.886394782855253 | 1.11360521714475 |
| 57 | 1 | 0.886394782855253 | 0.113605217144747 |
| 58 | 1 | 0.886394782855253 | 0.113605217144747 |
| 59 | 1 | 0.886394782855253 | 0.113605217144747 |
| 60 | 2 | 0.886394782855253 | 1.11360521714475 |
| 61 | 2 | 0.886394782855253 | 1.11360521714475 |
| 62 | 1 | 0.730943717215633 | 0.269056282784367 |
| 63 | 1 | 0.730943717215633 | 0.269056282784367 |
| 64 | 2 | 0.886394782855253 | 1.11360521714475 |
| 65 | 1 | 0.730943717215633 | 0.269056282784367 |
| 66 | 1 | 0.730943717215633 | 0.269056282784367 |
| 67 | 2 | 0.730943717215633 | 1.26905628278437 |
| 68 | 1 | 0.730943717215633 | 0.269056282784367 |
| 69 | 1 | 0.886394782855253 | 0.113605217144747 |
| 70 | 1 | 0.730943717215633 | 0.269056282784367 |
| 71 | 1 | 0.730943717215633 | 0.269056282784367 |
| 72 | 1 | 0.886394782855253 | 0.113605217144747 |
| 73 | 1 | 0.886394782855253 | 0.113605217144747 |
| 74 | 1 | 0.730943717215633 | 0.269056282784367 |
| 75 | 1 | 0.886394782855253 | 0.113605217144747 |
| 76 | 2 | 0.886394782855253 | 1.11360521714475 |
| 77 | 1 | 0.886394782855253 | 0.113605217144747 |
| 78 | 1 | 0.886394782855253 | 0.113605217144747 |
| 79 | 2 | 0.886394782855253 | 1.11360521714475 |
| 80 | 2 | 0.730943717215633 | 1.26905628278437 |
| 81 | 1 | 0.730943717215633 | 0.269056282784367 |
| 82 | 1 | 0.886394782855253 | 0.113605217144747 |
| 83 | 1 | 0.730943717215633 | 0.269056282784367 |
| 84 | 1 | 0.730943717215633 | 0.269056282784367 |
| 85 | 1 | 0.886394782855253 | 0.113605217144747 |
| 86 | 1 | 0.730943717215633 | 0.269056282784367 |
| 87 | 0 | 0.886394782855253 | -0.886394782855253 |
| 88 | 0 | 0.118874344312651 | -0.118874344312651 |
| 89 | 0 | 0.730943717215633 | -0.730943717215633 |
| 90 | 0 | 0.886394782855253 | -0.886394782855253 |
| 91 | 0 | 0.730943717215633 | -0.730943717215633 |
| 92 | 0 | -0.0365767213269694 | 0.0365767213269694 |
| 93 | 0 | 0.730943717215633 | -0.730943717215633 |
| 94 | 0 | 0.730943717215633 | -0.730943717215633 |
| 95 | 0 | -0.0365767213269694 | 0.0365767213269694 |
| 96 | 0 | 0.886394782855253 | -0.886394782855253 |
| 97 | 0 | -0.0365767213269694 | 0.0365767213269694 |
| 98 | 0 | 0.730943717215633 | -0.730943717215633 |
| 99 | 0 | 0.730943717215633 | -0.730943717215633 |
| 100 | 0 | 0.886394782855253 | -0.886394782855253 |
| 101 | 0 | 0.886394782855253 | -0.886394782855253 |
| 102 | 0 | 0.730943717215633 | -0.730943717215633 |
| 103 | 0 | 0.730943717215633 | -0.730943717215633 |
| 104 | 0 | 0.730943717215633 | -0.730943717215633 |
| 105 | 0 | -0.0365767213269694 | 0.0365767213269694 |
| 106 | 0 | 0.730943717215633 | -0.730943717215633 |
| 107 | 0 | 0.730943717215633 | -0.730943717215633 |
| 108 | 0 | -0.0365767213269694 | 0.0365767213269694 |
| 109 | 0 | 0.730943717215633 | -0.730943717215633 |
| 110 | 0 | 0.730943717215633 | -0.730943717215633 |
| 111 | 0 | -0.0365767213269694 | 0.0365767213269694 |
| 112 | 0 | -0.0365767213269694 | 0.0365767213269694 |
| 113 | 0 | 0.730943717215633 | -0.730943717215633 |
| 114 | 0 | -0.0365767213269694 | 0.0365767213269694 |
| 115 | 0 | 0.730943717215633 | -0.730943717215633 |
| 116 | 0 | 0.730943717215633 | -0.730943717215633 |
| 117 | 0 | 0.886394782855253 | -0.886394782855253 |
| 118 | 0 | 0.730943717215633 | -0.730943717215633 |
| 119 | 0 | 0.730943717215633 | -0.730943717215633 |
| 120 | 0 | 0.886394782855253 | -0.886394782855253 |
| 121 | 0 | 0.730943717215633 | -0.730943717215633 |
| 122 | 0 | 0.730943717215633 | -0.730943717215633 |
| 123 | 0 | -0.0365767213269694 | 0.0365767213269694 |
| 124 | 0 | 0.886394782855253 | -0.886394782855253 |
| 125 | 0 | 0.886394782855253 | -0.886394782855253 |
| 126 | 0 | -0.0365767213269694 | 0.0365767213269694 |
| 127 | 0 | 0.730943717215633 | -0.730943717215633 |
| 128 | 0 | 0.886394782855253 | -0.886394782855253 |
| 129 | 0 | 0.730943717215633 | -0.730943717215633 |
| 130 | 0 | 0.886394782855253 | -0.886394782855253 |
| 131 | 0 | 0.730943717215633 | -0.730943717215633 |
| 132 | 0 | 0.886394782855253 | -0.886394782855253 |
| 133 | 0 | 0.730943717215633 | -0.730943717215633 |
| 134 | 0 | 0.730943717215633 | -0.730943717215633 |
| 135 | 0 | 0.730943717215633 | -0.730943717215633 |
| 136 | 0 | 0.730943717215633 | -0.730943717215633 |
| 137 | 0 | 0.886394782855253 | -0.886394782855253 |
| 138 | 0 | 0.118874344312651 | -0.118874344312651 |
| 139 | 0 | -0.0365767213269694 | 0.0365767213269694 |
| 140 | 0 | 0.730943717215633 | -0.730943717215633 |
| 141 | 0 | 0.886394782855253 | -0.886394782855253 |
| 142 | 0 | 0.118874344312651 | -0.118874344312651 |
| 143 | 0 | 0.730943717215633 | -0.730943717215633 |
| 144 | 0 | 0.886394782855253 | -0.886394782855253 |
| 145 | 0 | 0.730943717215633 | -0.730943717215633 |
| 146 | 0 | 0.118874344312651 | -0.118874344312651 |
| 147 | 0 | -0.0365767213269694 | 0.0365767213269694 |
| 148 | 0 | -0.0365767213269694 | 0.0365767213269694 |
| 149 | 0 | 0.730943717215633 | -0.730943717215633 |
| 150 | 0 | 0.886394782855253 | -0.886394782855253 |
| 151 | 0 | 0.886394782855253 | -0.886394782855253 |
| 152 | 0 | 0.730943717215633 | -0.730943717215633 |
| 153 | 0 | 0.730943717215633 | -0.730943717215633 |
| 154 | 0 | 0.730943717215633 | -0.730943717215633 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.223214427759314 | 0.446428855518628 | 0.776785572240686 |
| 7 | 0.105529096460382 | 0.211058192920765 | 0.894470903539618 |
| 8 | 0.296438126295232 | 0.592876252590463 | 0.703561873704768 |
| 9 | 0.234082764879497 | 0.468165529758995 | 0.765917235120503 |
| 10 | 0.152154388964726 | 0.304308777929452 | 0.847845611035274 |
| 11 | 0.23125537903314 | 0.462510758066279 | 0.76874462096686 |
| 12 | 0.166474808825254 | 0.332949617650507 | 0.833525191174746 |
| 13 | 0.115469840527373 | 0.230939681054745 | 0.884530159472627 |
| 14 | 0.165053978575799 | 0.330107957151597 | 0.834946021424201 |
| 15 | 0.123575177514841 | 0.247150355029681 | 0.876424822485159 |
| 16 | 0.146676710625542 | 0.293353421251085 | 0.853323289374458 |
| 17 | 0.181122683200743 | 0.362245366401486 | 0.818877316799257 |
| 18 | 0.207989501009643 | 0.415979002019286 | 0.792010498990357 |
| 19 | 0.17275758860619 | 0.34551517721238 | 0.82724241139381 |
| 20 | 0.190162005782656 | 0.380324011565311 | 0.809837994217344 |
| 21 | 0.16069698998099 | 0.321393979961981 | 0.83930301001901 |
| 22 | 0.13646629219189 | 0.272932584383779 | 0.86353370780811 |
| 23 | 0.111973534753824 | 0.223947069507648 | 0.888026465246176 |
| 24 | 0.0892606689648717 | 0.178521337929743 | 0.910739331035128 |
| 25 | 0.109236381956685 | 0.21847276391337 | 0.890763618043315 |
| 26 | 0.0903060524007767 | 0.180612104801553 | 0.909693947599223 |
| 27 | 0.07358135410527 | 0.14716270821054 | 0.92641864589473 |
| 28 | 0.0593953078598397 | 0.118790615719679 | 0.94060469214016 |
| 29 | 0.0469797294792704 | 0.0939594589585408 | 0.95302027052073 |
| 30 | 0.0370347419110432 | 0.0740694838220863 | 0.962965258088957 |
| 31 | 0.0287281594511499 | 0.0574563189022998 | 0.97127184054885 |
| 32 | 0.0219473472708215 | 0.0438946945416431 | 0.978052652729178 |
| 33 | 0.016525655285717 | 0.033051310571434 | 0.983474344714283 |
| 34 | 0.0231819648728319 | 0.0463639297456639 | 0.976818035127168 |
| 35 | 0.0175854834827358 | 0.0351709669654716 | 0.982414516517264 |
| 36 | 0.0131750455275285 | 0.0263500910550571 | 0.986824954472471 |
| 37 | 0.0237123148053929 | 0.0474246296107859 | 0.976287685194607 |
| 38 | 0.0190178218239803 | 0.0380356436479606 | 0.98098217817602 |
| 39 | 0.0149534369227766 | 0.0299068738455532 | 0.985046563077223 |
| 40 | 0.02618470348808 | 0.05236940697616 | 0.97381529651192 |
| 41 | 0.0207264601068699 | 0.0414529202137398 | 0.97927353989313 |
| 42 | 0.0161536443058019 | 0.0323072886116039 | 0.983846355694198 |
| 43 | 0.0124073531990255 | 0.0248147063980511 | 0.987592646800974 |
| 44 | 0.0222626405698519 | 0.0445252811397037 | 0.977737359430148 |
| 45 | 0.0185994310315742 | 0.0371988620631484 | 0.981400568968426 |
| 46 | 0.014417439389275 | 0.0288348787785501 | 0.985582560610725 |
| 47 | 0.0119127765637442 | 0.0238255531274884 | 0.988087223436256 |
| 48 | 0.00908309908562888 | 0.0181661981712578 | 0.990916900914371 |
| 49 | 0.0068456115420962 | 0.0136912230841924 | 0.993154388457904 |
| 50 | 0.00557526966000389 | 0.0111505393200078 | 0.994424730339996 |
| 51 | 0.0120899685776474 | 0.0241799371552947 | 0.987910031422353 |
| 52 | 0.0253308110157204 | 0.0506616220314408 | 0.97466918898428 |
| 53 | 0.0200747708060851 | 0.0401495416121703 | 0.979925229193915 |
| 54 | 0.0179267898220479 | 0.0358535796440957 | 0.982073210177952 |
| 55 | 0.0160010630985288 | 0.0320021261970575 | 0.983998936901471 |
| 56 | 0.0321443249162477 | 0.0642886498324954 | 0.967855675083752 |
| 57 | 0.0264310785812709 | 0.0528621571625418 | 0.973568921418729 |
| 58 | 0.0215992464022988 | 0.0431984928045977 | 0.978400753597701 |
| 59 | 0.0175543073915691 | 0.0351086147831383 | 0.982445692608431 |
| 60 | 0.0385285571757888 | 0.0770571143515776 | 0.961471442824211 |
| 61 | 0.0802778191847841 | 0.160555638369568 | 0.919722180815216 |
| 62 | 0.0764845658327569 | 0.152969131665514 | 0.923515434167243 |
| 63 | 0.0731915454890266 | 0.146383090978053 | 0.926808454510973 |
| 64 | 0.151300072695955 | 0.302600145391909 | 0.848699927304045 |
| 65 | 0.148776885809891 | 0.297553771619782 | 0.851223114190109 |
| 66 | 0.147303321905549 | 0.294606643811098 | 0.852696678094451 |
| 67 | 0.331736904571353 | 0.663473809142706 | 0.668263095428647 |
| 68 | 0.34263804219558 | 0.68527608439116 | 0.65736195780442 |
| 69 | 0.336191478725797 | 0.672382957451594 | 0.663808521274203 |
| 70 | 0.351524437593856 | 0.703048875187713 | 0.648475562406144 |
| 71 | 0.370989990961331 | 0.741979981922662 | 0.629010009038669 |
| 72 | 0.369150215770514 | 0.738300431541027 | 0.630849784229486 |
| 73 | 0.370088172758826 | 0.740176345517653 | 0.629911827241174 |
| 74 | 0.397922064201528 | 0.795844128403056 | 0.602077935798472 |
| 75 | 0.404359213197727 | 0.808718426395455 | 0.595640786802273 |
| 76 | 0.735799851493519 | 0.528400297012961 | 0.264200148506481 |
| 77 | 0.764688780328388 | 0.470622439343225 | 0.235311219671612 |
| 78 | 0.798605141255516 | 0.402789717488967 | 0.201394858744484 |
| 79 | 0.987405866757932 | 0.0251882664841364 | 0.0125941332420682 |
| 80 | 0.999991760949341 | 1.6478101317635e-05 | 8.23905065881749e-06 |
| 81 | 0.99999940640366 | 1.18719268026626e-06 | 5.93596340133128e-07 |
| 82 | 0.999999984833986 | 3.0332028951646e-08 | 1.5166014475823e-08 |
| 83 | 0.999999999930158 | 1.39684743099434e-10 | 6.98423715497171e-11 |
| 84 | 0.999999999999991 | 1.8502682496982e-14 | 9.25134124849099e-15 |
| 85 | 1 | 3.49207186180738e-22 | 1.74603593090369e-22 |
| 86 | 1 | 0 | 0 |
| 87 | 1 | 0 | 0 |
| 88 | 1 | 0 | 0 |
| 89 | 1 | 0 | 0 |
| 90 | 1 | 0 | 0 |
| 91 | 1 | 0 | 0 |
| 92 | 1 | 0 | 0 |
| 93 | 1 | 0 | 0 |
| 94 | 1 | 0 | 0 |
| 95 | 1 | 0 | 0 |
| 96 | 1 | 0 | 0 |
| 97 | 1 | 0 | 0 |
| 98 | 1 | 0 | 0 |
| 99 | 1 | 0 | 0 |
| 100 | 1 | 0 | 0 |
| 101 | 1 | 0 | 0 |
| 102 | 1 | 0 | 0 |
| 103 | 1 | 0 | 0 |
| 104 | 1 | 0 | 0 |
| 105 | 1 | 0 | 0 |
| 106 | 1 | 0 | 0 |
| 107 | 1 | 0 | 0 |
| 108 | 1 | 0 | 0 |
| 109 | 1 | 0 | 0 |
| 110 | 1 | 0 | 0 |
| 111 | 1 | 0 | 0 |
| 112 | 1 | 0 | 0 |
| 113 | 1 | 0 | 0 |
| 114 | 1 | 0 | 0 |
| 115 | 1 | 0 | 0 |
| 116 | 1 | 0 | 0 |
| 117 | 1 | 0 | 0 |
| 118 | 1 | 0 | 0 |
| 119 | 1 | 0 | 0 |
| 120 | 1 | 0 | 0 |
| 121 | 1 | 0 | 0 |
| 122 | 1 | 0 | 0 |
| 123 | 1 | 0 | 0 |
| 124 | 1 | 0 | 0 |
| 125 | 1 | 0 | 0 |
| 126 | 1 | 0 | 0 |
| 127 | 1 | 0 | 0 |
| 128 | 1 | 0 | 0 |
| 129 | 1 | 0 | 0 |
| 130 | 1 | 0 | 0 |
| 131 | 1 | 0 | 0 |
| 132 | 1 | 0 | 0 |
| 133 | 1 | 0 | 0 |
| 134 | 1 | 0 | 0 |
| 135 | 1 | 0 | 0 |
| 136 | 1 | 0 | 0 |
| 137 | 1 | 0 | 0 |
| 138 | 1 | 0 | 0 |
| 139 | 1 | 0 | 0 |
| 140 | 1 | 0 | 0 |
| 141 | 1 | 0 | 0 |
| 142 | 1 | 0 | 0 |
| 143 | 1 | 0 | 0 |
| 144 | 1 | 0 | 0 |
| 145 | 1 | 0 | 0 |
| 146 | 1 | 0 | 0 |
| 147 | 1 | 0 | 0 |
| 148 | 1 | 0 | 0 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 69 | 0.482517482517482 | NOK |
| 5% type I error level | 94 | 0.657342657342657 | NOK |
| 10% type I error level | 102 | 0.713286713286713 | NOK |
