Multiple Linear Regression - Estimated Regression Equation |
T40[t] = + 1.24186510033672 -0.174890905521917T20[t] + 0.0101393691394748Outcome[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) | 1.24186510033672 | 0.043767 | 28.3743 | 0 | 0 |
T20 | -0.174890905521917 | 0.040473 | -4.3211 | 2.8e-05 | 1.4e-05 |
Outcome | 0.0101393691394748 | 0.056617 | 0.1791 | 0.858108 | 0.429054 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.338316578233335 |
R-squared | 0.114458107107512 |
Adjusted R-squared | 0.102729075413572 |
F-TEST (value) | 9.75852995321403 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 151 |
p-value | 0.000103344630066227 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.338731267723033 |
Sum Squared Residuals | 17.3255696317212 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2 | 1.2520044694762 | 0.747995530523805 |
2 | 1 | 1.24186510033672 | -0.241865100336721 |
3 | 1 | 1.24186510033672 | -0.241865100336721 |
4 | 1 | 1.24186510033672 | -0.241865100336721 |
5 | 1 | 1.24186510033672 | -0.241865100336721 |
6 | 1 | 1.2520044694762 | -0.252004469476195 |
7 | 1 | 1.24186510033672 | -0.241865100336721 |
8 | 2 | 1.24186510033672 | 0.758134899663279 |
9 | 1 | 1.2520044694762 | -0.252004469476195 |
10 | 1 | 1.24186510033672 | -0.241865100336721 |
11 | 2 | 1.24186510033672 | 0.758134899663279 |
12 | 1 | 1.24186510033672 | -0.241865100336721 |
13 | 1 | 1.24186510033672 | -0.241865100336721 |
14 | 2 | 1.24186510033672 | 0.758134899663279 |
15 | 1 | 1.2520044694762 | -0.252004469476195 |
16 | 2 | 1.2520044694762 | 0.747995530523805 |
17 | 2 | 1.24186510033672 | 0.758134899663279 |
18 | 2 | 1.24186510033672 | 0.758134899663279 |
19 | 1 | 1.2520044694762 | -0.252004469476195 |
20 | 2 | 1.2520044694762 | 0.747995530523805 |
21 | 1 | 1.24186510033672 | -0.241865100336721 |
22 | 1 | 1.2520044694762 | -0.252004469476195 |
23 | 1 | 1.2520044694762 | -0.252004469476195 |
24 | 1 | 1.2520044694762 | -0.252004469476195 |
25 | 2 | 1.2520044694762 | 0.747995530523805 |
26 | 1 | 1.24186510033672 | -0.241865100336721 |
27 | 1 | 1.2520044694762 | -0.252004469476195 |
28 | 1 | 1.24186510033672 | -0.241865100336721 |
29 | 1 | 1.2520044694762 | -0.252004469476195 |
30 | 1 | 1.24186510033672 | -0.241865100336721 |
31 | 1 | 1.24186510033672 | -0.241865100336721 |
32 | 1 | 1.24186510033672 | -0.241865100336721 |
33 | 1 | 1.24186510033672 | -0.241865100336721 |
34 | 2 | 1.2520044694762 | 0.747995530523805 |
35 | 1 | 1.24186510033672 | -0.241865100336721 |
36 | 1 | 1.24186510033672 | -0.241865100336721 |
37 | 2 | 1.24186510033672 | 0.758134899663279 |
38 | 1 | 1.2520044694762 | -0.252004469476195 |
39 | 1 | 1.2520044694762 | -0.252004469476195 |
40 | 2 | 1.24186510033672 | 0.758134899663279 |
41 | 1 | 1.2520044694762 | -0.252004469476195 |
42 | 1 | 1.2520044694762 | -0.252004469476195 |
43 | 1 | 1.2520044694762 | -0.252004469476195 |
44 | 2 | 1.24186510033672 | 0.758134899663279 |
45 | 1 | 1.24186510033672 | -0.241865100336721 |
46 | 1 | 1.2520044694762 | -0.252004469476195 |
47 | 1 | 1.24186510033672 | -0.241865100336721 |
48 | 1 | 1.2520044694762 | -0.252004469476195 |
49 | 1 | 1.2520044694762 | -0.252004469476195 |
50 | 1 | 1.24186510033672 | -0.241865100336721 |
51 | 2 | 1.24186510033672 | 0.758134899663279 |
52 | 2 | 1.24186510033672 | 0.758134899663279 |
53 | 1 | 1.2520044694762 | -0.252004469476195 |
54 | 1 | 1.24186510033672 | -0.241865100336721 |
55 | 1 | 1.24186510033672 | -0.241865100336721 |
56 | 2 | 1.2520044694762 | 0.747995530523805 |
57 | 1 | 1.2520044694762 | -0.252004469476195 |
58 | 1 | 1.2520044694762 | -0.252004469476195 |
59 | 1 | 1.2520044694762 | -0.252004469476195 |
60 | 2 | 1.2520044694762 | 0.747995530523805 |
61 | 2 | 1.2520044694762 | 0.747995530523805 |
62 | 1 | 1.24186510033672 | -0.241865100336721 |
63 | 1 | 1.24186510033672 | -0.241865100336721 |
64 | 2 | 1.2520044694762 | 0.747995530523805 |
65 | 1 | 1.24186510033672 | -0.241865100336721 |
66 | 1 | 1.24186510033672 | -0.241865100336721 |
67 | 2 | 1.24186510033672 | 0.758134899663279 |
68 | 1 | 1.24186510033672 | -0.241865100336721 |
69 | 1 | 1.2520044694762 | -0.252004469476195 |
70 | 1 | 1.24186510033672 | -0.241865100336721 |
71 | 1 | 1.24186510033672 | -0.241865100336721 |
72 | 1 | 1.2520044694762 | -0.252004469476195 |
73 | 1 | 1.2520044694762 | -0.252004469476195 |
74 | 1 | 1.24186510033672 | -0.241865100336721 |
75 | 1 | 1.2520044694762 | -0.252004469476195 |
76 | 2 | 1.2520044694762 | 0.747995530523805 |
77 | 1 | 1.2520044694762 | -0.252004469476195 |
78 | 1 | 1.2520044694762 | -0.252004469476195 |
79 | 2 | 1.2520044694762 | 0.747995530523805 |
80 | 2 | 1.24186510033672 | 0.758134899663279 |
81 | 1 | 1.24186510033672 | -0.241865100336721 |
82 | 1 | 1.2520044694762 | -0.252004469476195 |
83 | 1 | 1.24186510033672 | -0.241865100336721 |
84 | 1 | 1.24186510033672 | -0.241865100336721 |
85 | 1 | 1.2520044694762 | -0.252004469476195 |
86 | 1 | 1.24186510033672 | -0.241865100336721 |
87 | 1 | 1.07711356395428 | -0.0771135639542784 |
88 | 1 | 0.902222658432361 | 0.0977773415676386 |
89 | 1 | 1.0669741948148 | -0.0669741948148036 |
90 | 1 | 1.07711356395428 | -0.0771135639542784 |
91 | 1 | 1.0669741948148 | -0.0669741948148036 |
92 | 1 | 0.892083289292887 | 0.107916710707113 |
93 | 1 | 1.0669741948148 | -0.0669741948148036 |
94 | 1 | 1.0669741948148 | -0.0669741948148036 |
95 | 1 | 0.892083289292887 | 0.107916710707113 |
96 | 1 | 1.07711356395428 | -0.0771135639542784 |
97 | 1 | 0.892083289292887 | 0.107916710707113 |
98 | 1 | 1.0669741948148 | -0.0669741948148036 |
99 | 1 | 1.0669741948148 | -0.0669741948148036 |
100 | 1 | 1.07711356395428 | -0.0771135639542784 |
101 | 1 | 1.07711356395428 | -0.0771135639542784 |
102 | 1 | 1.0669741948148 | -0.0669741948148036 |
103 | 1 | 1.0669741948148 | -0.0669741948148036 |
104 | 1 | 1.0669741948148 | -0.0669741948148036 |
105 | 1 | 0.892083289292887 | 0.107916710707113 |
106 | 1 | 1.0669741948148 | -0.0669741948148036 |
107 | 1 | 1.0669741948148 | -0.0669741948148036 |
108 | 1 | 0.892083289292887 | 0.107916710707113 |
109 | 1 | 1.0669741948148 | -0.0669741948148036 |
110 | 1 | 1.0669741948148 | -0.0669741948148036 |
111 | 1 | 0.892083289292887 | 0.107916710707113 |
112 | 1 | 0.892083289292887 | 0.107916710707113 |
113 | 1 | 1.0669741948148 | -0.0669741948148036 |
114 | 1 | 0.892083289292887 | 0.107916710707113 |
115 | 1 | 1.0669741948148 | -0.0669741948148036 |
116 | 1 | 1.0669741948148 | -0.0669741948148036 |
117 | 1 | 1.07711356395428 | -0.0771135639542784 |
118 | 1 | 1.0669741948148 | -0.0669741948148036 |
119 | 1 | 1.0669741948148 | -0.0669741948148036 |
120 | 1 | 1.07711356395428 | -0.0771135639542784 |
121 | 1 | 1.0669741948148 | -0.0669741948148036 |
122 | 1 | 1.0669741948148 | -0.0669741948148036 |
123 | 1 | 0.892083289292887 | 0.107916710707113 |
124 | 1 | 1.07711356395428 | -0.0771135639542784 |
125 | 1 | 1.07711356395428 | -0.0771135639542784 |
126 | 1 | 0.892083289292887 | 0.107916710707113 |
127 | 1 | 1.0669741948148 | -0.0669741948148036 |
128 | 1 | 1.07711356395428 | -0.0771135639542784 |
129 | 1 | 1.0669741948148 | -0.0669741948148036 |
130 | 1 | 1.07711356395428 | -0.0771135639542784 |
131 | 1 | 1.0669741948148 | -0.0669741948148036 |
132 | 1 | 1.07711356395428 | -0.0771135639542784 |
133 | 1 | 1.0669741948148 | -0.0669741948148036 |
134 | 1 | 1.0669741948148 | -0.0669741948148036 |
135 | 1 | 1.0669741948148 | -0.0669741948148036 |
136 | 1 | 1.0669741948148 | -0.0669741948148036 |
137 | 1 | 1.07711356395428 | -0.0771135639542784 |
138 | 1 | 0.902222658432361 | 0.0977773415676386 |
139 | 1 | 0.892083289292887 | 0.107916710707113 |
140 | 1 | 1.0669741948148 | -0.0669741948148036 |
141 | 1 | 1.07711356395428 | -0.0771135639542784 |
142 | 1 | 0.902222658432361 | 0.0977773415676386 |
143 | 1 | 1.0669741948148 | -0.0669741948148036 |
144 | 1 | 1.07711356395428 | -0.0771135639542784 |
145 | 1 | 1.0669741948148 | -0.0669741948148036 |
146 | 1 | 0.902222658432361 | 0.0977773415676386 |
147 | 1 | 0.892083289292887 | 0.107916710707113 |
148 | 1 | 0.892083289292887 | 0.107916710707113 |
149 | 1 | 1.0669741948148 | -0.0669741948148036 |
150 | 1 | 1.07711356395428 | -0.0771135639542784 |
151 | 1 | 1.07711356395428 | -0.0771135639542784 |
152 | 1 | 1.0669741948148 | -0.0669741948148036 |
153 | 1 | 1.0669741948148 | -0.0669741948148036 |
154 | 1 | 1.0669741948148 | -0.0669741948148036 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.77452534754102 | 0.45094930491796 | 0.22547465245898 |
7 | 0.640376696395256 | 0.719246607209487 | 0.359623303604744 |
8 | 0.960633811247115 | 0.07873237750577 | 0.039366188752885 |
9 | 0.958272351934491 | 0.0834552961310172 | 0.0417276480655086 |
10 | 0.934561540158084 | 0.130876919683832 | 0.0654384598419161 |
11 | 0.985784898485532 | 0.0284302030289354 | 0.0142151015144677 |
12 | 0.979324604127522 | 0.0413507917449556 | 0.0206753958724778 |
13 | 0.970277492518708 | 0.0594450149625831 | 0.0297225074812916 |
14 | 0.992179435499478 | 0.0156411290010435 | 0.00782056450052175 |
15 | 0.989742447397273 | 0.0205151052054533 | 0.0102575526027267 |
16 | 0.996330205575661 | 0.00733958884867842 | 0.00366979442433921 |
17 | 0.998924015301133 | 0.00215196939773478 | 0.00107598469886739 |
18 | 0.999654042687112 | 0.000691914625775943 | 0.000345957312887972 |
19 | 0.999586798360148 | 0.000826403279704723 | 0.000413201639852361 |
20 | 0.999864648491631 | 0.000270703016738093 | 0.000135351508369047 |
21 | 0.999837645301904 | 0.000324709396191346 | 0.000162354698095673 |
22 | 0.999820296864583 | 0.000359406270833504 | 0.000179703135416752 |
23 | 0.999782531610775 | 0.000434936778449066 | 0.000217468389224533 |
24 | 0.999722103595619 | 0.000555792808762304 | 0.000277896404381152 |
25 | 0.999928458603894 | 0.000143082792211775 | 7.15413961058875e-05 |
26 | 0.999910978235755 | 0.00017804352848962 | 8.902176424481e-05 |
27 | 0.999891511585803 | 0.000216976828393798 | 0.000108488414196899 |
28 | 0.999862159297769 | 0.000275681404461802 | 0.000137840702230901 |
29 | 0.999827131591719 | 0.000345736816561482 | 0.000172868408280741 |
30 | 0.999777984408755 | 0.000444031182490428 | 0.000222015591245214 |
31 | 0.999711279509473 | 0.000577440981053017 | 0.000288720490526509 |
32 | 0.999621717572014 | 0.000756564855972944 | 0.000378282427986472 |
33 | 0.999502613149137 | 0.000994773701726178 | 0.000497386850863089 |
34 | 0.99987075990784 | 0.00025848018432002 | 0.00012924009216001 |
35 | 0.999825946608565 | 0.000348106782870689 | 0.000174053391435344 |
36 | 0.999766052300798 | 0.000467895398404517 | 0.000233947699202259 |
37 | 0.999958565769838 | 8.28684603242768e-05 | 4.14342301621384e-05 |
38 | 0.999950001202874 | 9.99975942521866e-05 | 4.99987971260933e-05 |
39 | 0.999938170834098 | 0.000123658331803209 | 6.18291659016044e-05 |
40 | 0.9999901229574 | 1.97540851995534e-05 | 9.87704259977668e-06 |
41 | 0.999987241593215 | 2.55168135705044e-05 | 1.27584067852522e-05 |
42 | 0.999983339087793 | 3.33218244136072e-05 | 1.66609122068036e-05 |
43 | 0.999978113400412 | 4.37731991766062e-05 | 2.18865995883031e-05 |
44 | 0.999996977191493 | 6.04561701378421e-06 | 3.0228085068921e-06 |
45 | 0.999996005873468 | 7.98825306489393e-06 | 3.99412653244697e-06 |
46 | 0.999994637179953 | 1.07256400939301e-05 | 5.36282004696503e-06 |
47 | 0.999992927328986 | 1.41453420281587e-05 | 7.07267101407933e-06 |
48 | 0.99999059660438 | 1.88067912404661e-05 | 9.40339562023307e-06 |
49 | 0.999987560886739 | 2.48782265222336e-05 | 1.24391132611168e-05 |
50 | 0.999983817137109 | 3.23657257813185e-05 | 1.61828628906593e-05 |
51 | 0.999998146508262 | 3.70698347642561e-06 | 1.85349173821281e-06 |
52 | 0.999999864235831 | 2.71528337217714e-07 | 1.35764168608857e-07 |
53 | 0.999999812459271 | 3.75081458856751e-07 | 1.87540729428375e-07 |
54 | 0.999999744029603 | 5.11940793794111e-07 | 2.55970396897056e-07 |
55 | 0.999999649114569 | 7.01770861947672e-07 | 3.50885430973836e-07 |
56 | 0.999999979544561 | 4.09108770952122e-08 | 2.04554385476061e-08 |
57 | 0.999999971495042 | 5.70099156752602e-08 | 2.85049578376301e-08 |
58 | 0.99999996078163 | 7.84367402111978e-08 | 3.92183701055989e-08 |
59 | 0.99999994690869 | 1.06182619599599e-07 | 5.30913097997996e-08 |
60 | 0.999999997981082 | 4.03783644723452e-09 | 2.01891822361726e-09 |
61 | 0.999999999967372 | 6.52562169002291e-11 | 3.26281084501146e-11 |
62 | 0.999999999948203 | 1.035937592597e-10 | 5.17968796298498e-11 |
63 | 0.999999999917993 | 1.6401474806298e-10 | 8.20073740314899e-11 |
64 | 0.999999999999609 | 7.82769361211885e-13 | 3.91384680605943e-13 |
65 | 0.999999999999329 | 1.34303185378962e-12 | 6.71515926894811e-13 |
66 | 0.999999999998858 | 2.2848471605184e-12 | 1.1424235802592e-12 |
67 | 0.999999999999999 | 1.09519004657527e-15 | 5.47595023287635e-16 |
68 | 0.999999999999999 | 2.14952814223372e-15 | 1.07476407111686e-15 |
69 | 0.999999999999998 | 3.87205548749318e-15 | 1.93602774374659e-15 |
70 | 0.999999999999996 | 7.43987347648901e-15 | 3.71993673824451e-15 |
71 | 0.999999999999993 | 1.41078893380341e-14 | 7.05394466901706e-15 |
72 | 0.999999999999988 | 2.43146611661437e-14 | 1.21573305830718e-14 |
73 | 0.99999999999998 | 4.09233341180916e-14 | 2.04616670590458e-14 |
74 | 0.999999999999963 | 7.35021147486485e-14 | 3.67510573743242e-14 |
75 | 0.999999999999941 | 1.17243880464915e-13 | 5.86219402324576e-14 |
76 | 1 | 5.82523259220831e-18 | 2.91261629610416e-18 |
77 | 1 | 1.16657010899455e-17 | 5.83285054497276e-18 |
78 | 1 | 2.24892920077591e-17 | 1.12446460038795e-17 |
79 | 1 | 9.76391812453446e-26 | 4.88195906226723e-26 |
80 | 1 | 0 | 0 |
81 | 1 | 0 | 0 |
82 | 1 | 0 | 0 |
83 | 1 | 0 | 0 |
84 | 1 | 0 | 0 |
85 | 1 | 0 | 0 |
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 | 1.85327814511485e-305 | 9.26639072557423e-306 |
132 | 1 | 1.03986501984517e-294 | 5.19932509922586e-295 |
133 | 1 | 1.20842250338507e-311 | 6.04211251692537e-312 |
134 | 1 | 1.2073300702185e-272 | 6.03665035109251e-273 |
135 | 1 | 7.75950832517981e-245 | 3.8797541625899e-245 |
136 | 1 | 3.00462010287109e-231 | 1.50231005143555e-231 |
137 | 1 | 2.52993959077211e-230 | 1.26496979538606e-230 |
138 | 1 | 0 | 0 |
139 | 1 | 4.39096539989955e-183 | 2.19548269994978e-183 |
140 | 1 | 6.9871693969285e-168 | 3.49358469846425e-168 |
141 | 1 | 7.5556759129373e-175 | 3.77783795646865e-175 |
142 | 1 | 2.9059930453814e-138 | 1.4529965226907e-138 |
143 | 1 | 8.74586713806072e-132 | 4.37293356903036e-132 |
144 | 1 | 5.90222991952001e-110 | 2.95111495976001e-110 |
145 | 1 | 4.528977912056e-95 | 2.264488956028e-95 |
146 | 1 | 3.29179240274298e-77 | 1.64589620137149e-77 |
147 | 1 | 1.01765615851573e-129 | 5.08828079257863e-130 |
148 | 1 | 7.99500921302173e-47 | 3.99750460651087e-47 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 133 | 0.93006993006993 | NOK |
5% type I error level | 137 | 0.958041958041958 | NOK |
10% type I error level | 140 | 0.979020979020979 | NOK |