Multiple Linear Regression - Estimated Regression Equation |
T20[t] = + 0.178039215686275 + 0.404313725490196Used[t] -0.18Useful[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) | 0.178039215686275 | 0.059027 | 3.0162 | 0.00365 | 0.001825 |
Used | 0.404313725490196 | 0.116125 | 3.4817 | 0.000896 | 0.000448 |
Useful | -0.18 | 0.136553 | -1.3182 | 0.192075 | 0.096037 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.401515774708149 |
R-squared | 0.161214917339485 |
Adjusted R-squared | 0.135406145565315 |
F-TEST (value) | 6.24651644604158 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 65 |
p-value | 0.00330101646474878 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.40562411178372 |
Sum Squared Residuals | 10.6945098039216 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.178039215686275 | -0.178039215686275 |
2 | 1 | 0.582352941176471 | 0.417647058823529 |
3 | 0 | 0.178039215686274 | -0.178039215686274 |
4 | 0 | 0.178039215686274 | -0.178039215686274 |
5 | 0 | -0.0019607843137255 | 0.0019607843137255 |
6 | 1 | 0.178039215686275 | 0.821960784313725 |
7 | 0 | -0.0019607843137255 | 0.0019607843137255 |
8 | 0 | 0.178039215686274 | -0.178039215686274 |
9 | 1 | 0.178039215686275 | 0.821960784313725 |
10 | 0 | 0.178039215686274 | -0.178039215686274 |
11 | 1 | 0.178039215686275 | 0.821960784313725 |
12 | 0 | 0.178039215686274 | -0.178039215686274 |
13 | 0 | 0.178039215686274 | -0.178039215686274 |
14 | 0 | 0.178039215686274 | -0.178039215686274 |
15 | 0 | 0.178039215686274 | -0.178039215686274 |
16 | 0 | 0.178039215686274 | -0.178039215686274 |
17 | 0 | 0.178039215686274 | -0.178039215686274 |
18 | 0 | 0.178039215686274 | -0.178039215686274 |
19 | 1 | 0.582352941176471 | 0.417647058823529 |
20 | 0 | 0.178039215686274 | -0.178039215686274 |
21 | 0 | 0.178039215686274 | -0.178039215686274 |
22 | 1 | 0.582352941176471 | 0.417647058823529 |
23 | 0 | 0.178039215686274 | -0.178039215686274 |
24 | 0 | 0.178039215686274 | -0.178039215686274 |
25 | 1 | 0.402352941176471 | 0.597647058823529 |
26 | 1 | 0.178039215686275 | 0.821960784313725 |
27 | 0 | 0.582352941176471 | -0.582352941176471 |
28 | 1 | 0.582352941176471 | 0.417647058823529 |
29 | 0 | 0.178039215686274 | -0.178039215686274 |
30 | 0 | 0.178039215686274 | -0.178039215686274 |
31 | 0 | 0.178039215686274 | -0.178039215686274 |
32 | 0 | 0.178039215686274 | -0.178039215686274 |
33 | 0 | 0.178039215686274 | -0.178039215686274 |
34 | 0 | 0.178039215686274 | -0.178039215686274 |
35 | 0 | 0.178039215686274 | -0.178039215686274 |
36 | 0 | 0.178039215686274 | -0.178039215686274 |
37 | 1 | 0.582352941176471 | 0.417647058823529 |
38 | 0 | 0.402352941176471 | -0.402352941176471 |
39 | 0 | 0.178039215686274 | -0.178039215686274 |
40 | 1 | 0.178039215686275 | 0.821960784313725 |
41 | 0 | -0.0019607843137255 | 0.0019607843137255 |
42 | 0 | 0.178039215686274 | -0.178039215686274 |
43 | 0 | 0.178039215686274 | -0.178039215686274 |
44 | 0 | 0.178039215686274 | -0.178039215686274 |
45 | 0 | 0.178039215686274 | -0.178039215686274 |
46 | 0 | 0.178039215686274 | -0.178039215686274 |
47 | 0 | 0.582352941176471 | -0.582352941176471 |
48 | 0 | 0.178039215686274 | -0.178039215686274 |
49 | 0 | 0.178039215686274 | -0.178039215686274 |
50 | 0 | 0.178039215686274 | -0.178039215686274 |
51 | 0 | 0.402352941176471 | -0.402352941176471 |
52 | 1 | 0.402352941176471 | 0.597647058823529 |
53 | 1 | 0.178039215686275 | 0.821960784313725 |
54 | 0 | 0.178039215686274 | -0.178039215686274 |
55 | 0 | 0.582352941176471 | -0.582352941176471 |
56 | 1 | 0.582352941176471 | 0.417647058823529 |
57 | 0 | 0.178039215686274 | -0.178039215686274 |
58 | 0 | -0.0019607843137255 | 0.0019607843137255 |
59 | 0 | -0.0019607843137255 | 0.0019607843137255 |
60 | 1 | 0.178039215686275 | 0.821960784313725 |
61 | 1 | 0.582352941176471 | 0.417647058823529 |
62 | 1 | 0.178039215686275 | 0.821960784313725 |
63 | 0 | 0.178039215686274 | -0.178039215686274 |
64 | 0 | -0.0019607843137255 | 0.0019607843137255 |
65 | 0 | 0.178039215686274 | -0.178039215686274 |
66 | 0 | 0.582352941176471 | -0.582352941176471 |
67 | 0 | 0.402352941176471 | -0.402352941176471 |
68 | 0 | 0.582352941176471 | -0.582352941176471 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.780110817483693 | 0.439778365032613 | 0.219889182516307 |
7 | 0.64280424153763 | 0.71439151692474 | 0.35719575846237 |
8 | 0.537629088123566 | 0.924741823752867 | 0.462370911876434 |
9 | 0.762100029371532 | 0.475799941256936 | 0.237899970628468 |
10 | 0.707761536134721 | 0.584476927730557 | 0.292238463865279 |
11 | 0.832558296137831 | 0.334883407724337 | 0.167441703862169 |
12 | 0.801001739695163 | 0.397996520609674 | 0.198998260304837 |
13 | 0.76006714310202 | 0.479865713795959 | 0.23993285689798 |
14 | 0.710798333419285 | 0.57840333316143 | 0.289201666580715 |
15 | 0.654414974514767 | 0.691170050970466 | 0.345585025485233 |
16 | 0.592499757119295 | 0.81500048576141 | 0.407500242880705 |
17 | 0.526988758632811 | 0.946022482734378 | 0.473011241367189 |
18 | 0.460048731375764 | 0.920097462751527 | 0.539951268624236 |
19 | 0.401732462421101 | 0.803464924842202 | 0.598267537578899 |
20 | 0.339599214615399 | 0.679198429230798 | 0.660400785384601 |
21 | 0.281326311417749 | 0.562652622835498 | 0.718673688582251 |
22 | 0.241592286662701 | 0.483184573325401 | 0.7584077133373 |
23 | 0.193937831835069 | 0.387875663670138 | 0.806062168164931 |
24 | 0.152496075963985 | 0.304992151927969 | 0.847503924036015 |
25 | 0.148794860571254 | 0.297589721142509 | 0.851205139428746 |
26 | 0.35932932317337 | 0.71865864634674 | 0.64067067682663 |
27 | 0.563965965083841 | 0.872068069832319 | 0.436034034916159 |
28 | 0.55132293133856 | 0.89735413732288 | 0.44867706866144 |
29 | 0.491638892629025 | 0.98327778525805 | 0.508361107370975 |
30 | 0.432062883655236 | 0.864125767310472 | 0.567937116344764 |
31 | 0.374033916309518 | 0.748067832619035 | 0.625966083690482 |
32 | 0.318869731777656 | 0.637739463555312 | 0.681130268222344 |
33 | 0.267676540205397 | 0.535353080410794 | 0.732323459794603 |
34 | 0.221284871403056 | 0.442569742806112 | 0.778715128596944 |
35 | 0.180217342453412 | 0.360434684906825 | 0.819782657546588 |
36 | 0.1446890206767 | 0.289378041353399 | 0.8553109793233 |
37 | 0.147892327230934 | 0.295784654461869 | 0.852107672769066 |
38 | 0.179902583336682 | 0.359805166673364 | 0.820097416663318 |
39 | 0.144746313119336 | 0.289492626238672 | 0.855253686880664 |
40 | 0.307732512256548 | 0.615465024513095 | 0.692267487743452 |
41 | 0.247369048314994 | 0.494738096629988 | 0.752630951685006 |
42 | 0.202639562812348 | 0.405279125624697 | 0.797360437187652 |
43 | 0.163445499446852 | 0.326890998893704 | 0.836554500553148 |
44 | 0.129962907921281 | 0.259925815842561 | 0.870037092078719 |
45 | 0.102083357916539 | 0.204166715833077 | 0.897916642083461 |
46 | 0.0794698076065833 | 0.158939615213167 | 0.920530192393417 |
47 | 0.108114293592708 | 0.216228587185417 | 0.891885706407291 |
48 | 0.0854329149336018 | 0.170865829867204 | 0.914567085066398 |
49 | 0.0678331488693383 | 0.135666297738677 | 0.932166851130662 |
50 | 0.0548416329374703 | 0.109683265874941 | 0.94515836706253 |
51 | 0.0474287542565679 | 0.0948575085131358 | 0.952571245743432 |
52 | 0.111598307128205 | 0.223196614256409 | 0.888401692871795 |
53 | 0.194252062672692 | 0.388504125345384 | 0.805747937327308 |
54 | 0.169399265786437 | 0.338798531572874 | 0.830600734213563 |
55 | 0.190297034099521 | 0.380594068199042 | 0.809702965900479 |
56 | 0.230412675211587 | 0.460825350423174 | 0.769587324788413 |
57 | 0.218945877084258 | 0.437891754168515 | 0.781054122915742 |
58 | 0.147751953662542 | 0.295503907325085 | 0.852248046337458 |
59 | 0.0922107412992531 | 0.184421482598506 | 0.907789258700747 |
60 | 0.144547713318948 | 0.289095426637896 | 0.855452286681052 |
61 | 0.344342154935886 | 0.688684309871771 | 0.655657845064114 |
62 | 1 | 0 | 0 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.0175438596491228 | NOK |
5% type I error level | 1 | 0.0175438596491228 | OK |
10% type I error level | 2 | 0.0350877192982456 | OK |