Multiple Linear Regression - Estimated Regression Equation |
Correctanalysis[t] = -0.0255013504663802 + 0.150191020750643week[t] -0.00748440764286598uselimit[t] + 0.28028525650025used[t] + 0.0639879419186647useful[t] -0.0462319248323565outcome[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) | -0.0255013504663802 | 0.04918 | -0.5185 | 0.605516 | 0.302758 |
week | 0.150191020750643 | 0.068758 | 2.1843 | 0.031866 | 0.015933 |
uselimit | -0.00748440764286598 | 0.067009 | -0.1117 | 0.911346 | 0.455673 |
used | 0.28028525650025 | 0.065026 | 4.3103 | 4.6e-05 | 2.3e-05 |
useful | 0.0639879419186647 | 0.063324 | 1.0105 | 0.315311 | 0.157655 |
outcome | -0.0462319248323565 | 0.058251 | -0.7937 | 0.429737 | 0.214869 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.549017657024751 |
R-squared | 0.301420387724947 |
Adjusted R-squared | 0.257759161957756 |
F-TEST (value) | 6.90361716668635 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 80 |
p-value | 2.10442434196434e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.265265244423797 |
Sum Squared Residuals | 5.62925199193735 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.0709733378090404 | -0.0709733378090404 |
2 | 0 | -0.0255013504663804 | 0.0255013504663804 |
3 | 0 | -0.0255013504663803 | 0.0255013504663803 |
4 | 0 | -0.0255013504663803 | 0.0255013504663803 |
5 | 0 | -0.0255013504663803 | 0.0255013504663803 |
6 | 0 | -0.015229741022938 | 0.015229741022938 |
7 | 0 | -0.0255013504663802 | 0.0255013504663802 |
8 | 0 | 0.124689670284263 | -0.124689670284263 |
9 | 0 | -0.0717332752987367 | 0.0717332752987367 |
10 | 0 | -0.0329857581092462 | 0.0329857581092462 |
11 | 0 | 0.117205262641397 | -0.117205262641397 |
12 | 0 | -0.0255013504663802 | 0.0255013504663802 |
13 | 0 | 0.318771847952535 | -0.318771847952535 |
14 | 0 | 0.117205262641397 | -0.117205262641397 |
15 | 0 | 0.272539923120178 | -0.272539923120178 |
16 | 0 | 0.422730943870821 | -0.422730943870821 |
17 | 1 | 0.461478461060312 | 0.538521538939688 |
18 | 0 | 0.117205262641397 | -0.117205262641397 |
19 | 0 | -0.0717332752987367 | 0.0717332752987367 |
20 | 1 | 0.422730943870821 | 0.577269056129179 |
21 | 0 | 0.0310021838094185 | -0.0310021838094185 |
22 | 0 | 0.265055515477312 | -0.265055515477312 |
23 | 0 | -0.00774533338007208 | 0.00774533338007208 |
24 | 0 | -0.015229741022938 | 0.015229741022938 |
25 | 0 | 0.358743001952157 | -0.358743001952157 |
26 | 0 | 0.318771847952535 | -0.318771847952535 |
27 | 0 | -0.0792176829416027 | 0.0792176829416027 |
28 | 0 | 0.25478390603387 | -0.25478390603387 |
29 | 0 | -0.0717332752987367 | 0.0717332752987367 |
30 | 0 | 0.0384865914522845 | -0.0384865914522845 |
31 | 0 | -0.0255013504663802 | 0.0255013504663802 |
32 | 0 | -0.0329857581092462 | 0.0329857581092462 |
33 | 0 | 0.0310021838094185 | -0.0310021838094185 |
34 | 0 | 0.0784577454519064 | -0.0784577454519064 |
35 | 0 | -0.0255013504663802 | 0.0255013504663802 |
36 | 0 | -0.0255013504663802 | 0.0255013504663802 |
37 | 0 | 0.461478461060312 | -0.461478461060312 |
38 | 0 | 0.208551981201514 | -0.208551981201514 |
39 | 0 | -0.00774533338007208 | 0.00774533338007208 |
40 | 0 | 0.188677612202928 | -0.188677612202928 |
41 | 1 | 0.272539923120178 | 0.727460076879822 |
42 | 0 | 0.208551981201514 | -0.208551981201514 |
43 | 0 | -0.015229741022938 | 0.015229741022938 |
44 | 0 | 0.117205262641397 | -0.117205262641397 |
45 | 0 | 0.0384865914522845 | -0.0384865914522845 |
46 | 0 | -0.00774533338007208 | 0.00774533338007208 |
47 | 0 | -0.0255013504663802 | 0.0255013504663802 |
48 | 0 | -0.0717332752987367 | 0.0717332752987367 |
49 | 0 | -0.00774533338007208 | 0.00774533338007208 |
50 | 0 | -0.0255013504663802 | 0.0255013504663802 |
51 | 0 | 0.404974926784513 | -0.404974926784513 |
52 | 1 | 0.461478461060312 | 0.538521538939688 |
53 | 0 | -0.0717332752987367 | 0.0717332752987367 |
54 | 1 | 0.25478390603387 | 0.74521609396613 |
55 | 0 | -0.0255013504663802 | 0.0255013504663802 |
56 | 0 | 0.358743001952157 | -0.358743001952157 |
57 | 0 | 0.272539923120178 | -0.272539923120178 |
58 | 0 | -0.0717332752987367 | 0.0717332752987367 |
59 | 0 | -0.0717332752987367 | 0.0717332752987367 |
60 | 1 | 0.415246536227955 | 0.584753463772045 |
61 | 0 | 0.0709733378090404 | -0.0709733378090404 |
62 | 0 | 0.318771847952535 | -0.318771847952535 |
63 | 0 | -0.0255013504663802 | 0.0255013504663802 |
64 | 0 | 0.0709733378090404 | -0.0709733378090404 |
65 | 0 | -0.0255013504663802 | 0.0255013504663802 |
66 | 0 | -0.0255013504663802 | 0.0255013504663802 |
67 | 1 | 0.468962868703178 | 0.531037131296822 |
68 | 0 | -0.0329857581092462 | 0.0329857581092462 |
69 | 0 | -0.0717332752987367 | 0.0717332752987367 |
70 | 0 | 0.25478390603387 | -0.25478390603387 |
71 | 0 | -0.0255013504663802 | 0.0255013504663802 |
72 | 0 | -0.0717332752987367 | 0.0717332752987367 |
73 | 0 | 0.208551981201514 | -0.208551981201514 |
74 | 0 | 0.247299498391004 | -0.247299498391004 |
75 | 0 | -0.0717332752987367 | 0.0717332752987367 |
76 | 0 | 0.142445687370571 | -0.142445687370571 |
77 | 0 | -0.0717332752987367 | 0.0717332752987367 |
78 | 0 | 0.272539923120178 | -0.272539923120178 |
79 | 1 | 0.358743001952157 | 0.641256998047843 |
80 | 0 | 0.188677612202928 | -0.188677612202928 |
81 | 0 | -0.0255013504663802 | 0.0255013504663802 |
82 | 0 | 0.201067573558648 | -0.201067573558648 |
83 | 0 | -0.0255013504663802 | 0.0255013504663802 |
84 | 1 | 0.25478390603387 | 0.74521609396613 |
85 | 0 | -0.00774533338007208 | 0.00774533338007208 |
86 | 0 | -0.0329857581092462 | 0.0329857581092462 |
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 | 0.166510765369842 | 0.333021530739684 | 0.833489234630158 |
18 | 0.132623917451533 | 0.265247834903066 | 0.867376082548467 |
19 | 0.109736092938885 | 0.219472185877769 | 0.890263907061115 |
20 | 0.510228347194637 | 0.979543305610725 | 0.489771652805363 |
21 | 0.427086278526204 | 0.854172557052408 | 0.572913721473796 |
22 | 0.404790992034906 | 0.809581984069812 | 0.595209007965094 |
23 | 0.328095530891707 | 0.656191061783414 | 0.671904469108293 |
24 | 0.259962848520304 | 0.519925697040607 | 0.740037151479696 |
25 | 0.259443673318016 | 0.518887346636032 | 0.740556326681984 |
26 | 0.261730338799044 | 0.523460677598088 | 0.738269661200956 |
27 | 0.220432685348377 | 0.440865370696753 | 0.779567314651623 |
28 | 0.184989592540833 | 0.369979185081667 | 0.815010407459167 |
29 | 0.146565242597751 | 0.293130485195503 | 0.853434757402249 |
30 | 0.111788795607359 | 0.223577591214718 | 0.888211204392641 |
31 | 0.0822368180592045 | 0.164473636118409 | 0.917763181940796 |
32 | 0.0593400025454545 | 0.118680005090909 | 0.940659997454545 |
33 | 0.0418624145367132 | 0.0837248290734264 | 0.958137585463287 |
34 | 0.0298108996800523 | 0.0596217993601045 | 0.970189100319948 |
35 | 0.0200517177282708 | 0.0401034354565415 | 0.979948282271729 |
36 | 0.0131460923287569 | 0.0262921846575139 | 0.986853907671243 |
37 | 0.0260216729148337 | 0.0520433458296675 | 0.973978327085166 |
38 | 0.0197442592767899 | 0.0394885185535798 | 0.98025574072321 |
39 | 0.01294758692869 | 0.0258951738573799 | 0.98705241307131 |
40 | 0.0115024230747281 | 0.0230048461494562 | 0.988497576925272 |
41 | 0.167748870642734 | 0.335497741285468 | 0.832251129357266 |
42 | 0.145564301397849 | 0.291128602795699 | 0.854435698602151 |
43 | 0.1120357251266 | 0.2240714502532 | 0.8879642748734 |
44 | 0.0910475543338849 | 0.18209510866777 | 0.908952445666115 |
45 | 0.0675717090544524 | 0.135143418108905 | 0.932428290945548 |
46 | 0.0491716668374788 | 0.0983433336749576 | 0.950828333162521 |
47 | 0.0347830391907943 | 0.0695660783815886 | 0.965216960809206 |
48 | 0.024493896436454 | 0.0489877928729079 | 0.975506103563546 |
49 | 0.0167353609870259 | 0.0334707219740518 | 0.983264639012974 |
50 | 0.0110249717848449 | 0.0220499435696899 | 0.988975028215155 |
51 | 0.0286887380223916 | 0.0573774760447831 | 0.971311261977608 |
52 | 0.0883623935707579 | 0.176724787141516 | 0.911637606429242 |
53 | 0.0667285883162521 | 0.133457176632504 | 0.933271411683748 |
54 | 0.312738492881062 | 0.625476985762124 | 0.687261507118938 |
55 | 0.25438687286247 | 0.508773745724939 | 0.74561312713753 |
56 | 0.467356619740125 | 0.93471323948025 | 0.532643380259875 |
57 | 0.438496682247585 | 0.876993364495171 | 0.561503317752414 |
58 | 0.374977722803565 | 0.749955445607131 | 0.625022277196435 |
59 | 0.314866916605932 | 0.629733833211863 | 0.685133083394068 |
60 | 0.642202256919487 | 0.715595486161026 | 0.357797743080513 |
61 | 0.584868803311661 | 0.830262393376678 | 0.415131196688339 |
62 | 0.568552978120037 | 0.862894043759925 | 0.431447021879963 |
63 | 0.493905538056834 | 0.987811076113668 | 0.506094461943166 |
64 | 0.438622657935958 | 0.877245315871915 | 0.561377342064042 |
65 | 0.36336336363218 | 0.726726727264359 | 0.63663663636782 |
66 | 0.292709364783706 | 0.585418729567413 | 0.707290635216294 |
67 | 0.437733128322682 | 0.875466256645363 | 0.562266871677318 |
68 | 0.375810492992164 | 0.751620985984327 | 0.624189507007836 |
69 | 0.294404458161192 | 0.588808916322384 | 0.705595541838808 |
70 | 0.406288867279316 | 0.812577734558632 | 0.593711132720684 |
71 | 0.331588644755836 | 0.663177289511673 | 0.668411355244164 |
72 | 0.24470714167814 | 0.489414283356281 | 0.75529285832186 |
73 | 0.408547408386316 | 0.817094816772632 | 0.591452591613684 |
74 | 0.398650970950206 | 0.797301941900411 | 0.601349029049794 |
75 | 0.283502234996614 | 0.567004469993227 | 0.716497765003386 |
76 | 0.18226298225603 | 0.364525964512059 | 0.81773701774397 |
77 | 0.10190186933547 | 0.20380373867094 | 0.89809813066453 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 8 | 0.115942028985507 | NOK |
5% type I error level | 16 | 0.231884057971014 | NOK |
10% type I error level | 22 | 0.318840579710145 | NOK |