Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 10.2975980969539 -0.00116388271255185Uselimit[t] + 0.0449581864813038T40[t] + 0.0386328213861486T20[t] + 0.241418593195713Used[t] + 0.0585357500729137Useful[t] -0.0270872275867789Outcome[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) | 10.2975980969539 | 1.039098 | 9.9101 | 0 | 0 |
Uselimit | -0.00116388271255185 | 0.043032 | -0.027 | 0.978459 | 0.489229 |
T40 | 0.0449581864813038 | 0.051117 | 0.8795 | 0.380556 | 0.190278 |
T20 | 0.0386328213861486 | 0.04059 | 0.9518 | 0.342772 | 0.171386 |
Used | 0.241418593195713 | 0.046064 | 5.2409 | 1e-06 | 0 |
Useful | 0.0585357500729137 | 0.047008 | 1.2452 | 0.215032 | 0.107516 |
Outcome | -0.0270872275867789 | 0.040977 | -0.661 | 0.509627 | 0.254813 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.471948256743906 |
R-squared | 0.222735157043612 |
Adjusted R-squared | 0.191010061412739 |
F-TEST (value) | 7.0207875694111 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 147 |
p-value | 1.38701435048461e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.241880178009852 |
Sum Squared Residuals | 8.60038501556939 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 14 | 13.9795982393002 | 0.0204017606997809 |
2 | 14 | 13.9963053154822 | 0.0036946845178037 |
3 | 14 | 13.9963053154822 | 0.00369468451780353 |
4 | 14 | 13.9963053154822 | 0.00369468451780382 |
5 | 14 | 13.9963053154822 | 0.00369468451780374 |
6 | 14 | 13.9660206757086 | 0.0339793242913867 |
7 | 14 | 13.9963053154822 | 0.00369468451780376 |
8 | 14 | 13.9513471290009 | 0.0486528709991075 |
9 | 14 | 14.023392543069 | -0.0233925430689751 |
10 | 14 | 13.9974691981947 | 0.00253080180525187 |
11 | 14 | 13.9525110117134 | 0.0474889882865557 |
12 | 14 | 13.9963053154822 | 0.00369468451780374 |
13 | 14 | 13.6963509722136 | 0.303649027786431 |
14 | 14 | 13.9525110117134 | 0.0474889882865557 |
15 | 14 | 13.7234381998003 | 0.276561800199652 |
16 | 14 | 13.678480013319 | 0.321519986680956 |
17 | 13 | 13.6525566684448 | -0.652556668444817 |
18 | 14 | 13.9525110117134 | 0.0474889882865557 |
19 | 14 | 14.023392543069 | -0.0233925430689751 |
20 | 13 | 13.678480013319 | -0.678480013319044 |
21 | 14 | 13.9389334481218 | 0.0610665518781656 |
22 | 14 | 13.7246020825129 | 0.2753979174871 |
23 | 14 | 13.9648567929961 | 0.0351432070039386 |
24 | 14 | 13.9660206757086 | 0.0339793242913867 |
25 | 14 | 13.737015763392 | 0.262984236608042 |
26 | 14 | 13.6963509722136 | 0.303649027786431 |
27 | 14 | 14.0245564257815 | -0.024556425781527 |
28 | 14 | 13.7548867222865 | 0.245113277713517 |
29 | 14 | 14.023392543069 | -0.0233925430689751 |
30 | 14 | 13.9377695654093 | 0.0622304345907175 |
31 | 14 | 13.9963053154822 | 0.00369468451780374 |
32 | 14 | 13.9974691981947 | 0.00253080180525187 |
33 | 14 | 13.9389334481218 | 0.0610665518781656 |
34 | 14 | 13.9784343565877 | 0.0215656434123287 |
35 | 14 | 13.9963053154822 | 0.00369468451780374 |
36 | 14 | 13.9963053154822 | 0.00369468451780374 |
37 | 14 | 13.6525566684448 | 0.347443331555183 |
38 | 14 | 13.7819739498733 | 0.218026050126738 |
39 | 14 | 13.9648567929961 | 0.0351432070039386 |
40 | 14 | 13.892811378928 | 0.107188621072021 |
41 | 13 | 13.7234381998003 | -0.723438199800348 |
42 | 14 | 13.7819739498733 | 0.218026050126738 |
43 | 14 | 13.9660206757086 | 0.0339793242913867 |
44 | 14 | 13.9525110117134 | 0.0474889882865557 |
45 | 14 | 13.9377695654093 | 0.0622304345907175 |
46 | 14 | 13.9648567929961 | 0.0351432070039386 |
47 | 14 | 13.9963053154822 | 0.00369468451780374 |
48 | 14 | 14.023392543069 | -0.0233925430689751 |
49 | 14 | 13.9648567929961 | 0.0351432070039386 |
50 | 14 | 13.9963053154822 | 0.00369468451780374 |
51 | 14 | 13.7099285358052 | 0.290071464194821 |
52 | 13 | 13.6525566684448 | -0.652556668444817 |
53 | 14 | 14.023392543069 | -0.0233925430689751 |
54 | 13 | 13.7548867222865 | -0.754886722286483 |
55 | 14 | 13.9963053154822 | 0.00369468451780374 |
56 | 14 | 13.737015763392 | 0.262984236608042 |
57 | 14 | 13.7234381998003 | 0.276561800199652 |
58 | 14 | 14.023392543069 | -0.0233925430689751 |
59 | 14 | 14.023392543069 | -0.0233925430689751 |
60 | 13 | 13.6796438960316 | -0.679643896031596 |
61 | 14 | 13.9795982393002 | 0.0204017606997768 |
62 | 14 | 13.6963509722136 | 0.303649027786431 |
63 | 14 | 13.9963053154822 | 0.00369468451780374 |
64 | 14 | 13.9795982393002 | 0.0204017606997768 |
65 | 14 | 13.9963053154822 | 0.00369468451780374 |
66 | 14 | 13.9963053154822 | 0.00369468451780374 |
67 | 13 | 13.6513927857323 | -0.651392785732265 |
68 | 14 | 13.9974691981947 | 0.00253080180525187 |
69 | 14 | 14.023392543069 | -0.0233925430689751 |
70 | 14 | 13.7548867222865 | 0.245113277713517 |
71 | 14 | 13.9963053154822 | 0.00369468451780374 |
72 | 14 | 14.023392543069 | -0.0233925430689751 |
73 | 14 | 13.7819739498733 | 0.218026050126738 |
74 | 14 | 13.756050604999 | 0.243949395000965 |
75 | 14 | 14.023392543069 | -0.0233925430689751 |
76 | 14 | 13.9198986065148 | 0.0801013934852424 |
77 | 14 | 14.023392543069 | -0.0233925430689751 |
78 | 14 | 13.7234381998003 | 0.276561800199652 |
79 | 13 | 13.737015763392 | -0.737015763391958 |
80 | 14 | 13.892811378928 | 0.107188621072021 |
81 | 14 | 13.9963053154822 | 0.00369468451780374 |
82 | 14 | 13.7831378325858 | 0.216862167414186 |
83 | 14 | 13.9963053154822 | 0.00369468451780374 |
84 | 13 | 13.7548867222865 | -0.754886722286483 |
85 | 14 | 13.9648567929961 | 0.0351432070039386 |
86 | 14 | 13.9974691981947 | 0.00253080180525187 |
87 | 14 | 14.0512191477926 | -0.0512191477925822 |
88 | 14 | 13.7711677332107 | 0.22883226678928 |
89 | 14 | 14.0229680374933 | -0.0229680374932515 |
90 | 14 | 14.05005526508 | -0.0500552650800304 |
91 | 14 | 13.9644322874203 | 0.0355677125796622 |
92 | 14 | 13.9854990988197 | 0.0145009011803452 |
93 | 14 | 13.9655961701329 | 0.0344038298671104 |
94 | 14 | 14.0229680374933 | -0.0229680374932515 |
95 | 14 | 13.9843352161071 | 0.015664783892897 |
96 | 14 | 14.05005526508 | -0.0500552650800304 |
97 | 14 | 13.9854990988197 | 0.0145009011803452 |
98 | 14 | 14.0229680374933 | -0.0229680374932515 |
99 | 14 | 14.0241319202058 | -0.0241319202058034 |
100 | 14 | 14.05005526508 | -0.0500552650800304 |
101 | 14 | 14.0512191477926 | -0.0512191477925822 |
102 | 14 | 14.0229680374933 | -0.0229680374932515 |
103 | 14 | 14.0229680374933 | -0.0229680374932515 |
104 | 14 | 14.0229680374933 | -0.0229680374932515 |
105 | 14 | 13.7429166229114 | 0.25708337708861 |
106 | 14 | 14.0229680374933 | -0.0229680374932515 |
107 | 14 | 14.0229680374933 | -0.0229680374932515 |
108 | 14 | 13.7440805056239 | 0.255919494376059 |
109 | 14 | 14.0229680374933 | -0.0229680374932515 |
110 | 14 | 14.0241319202058 | -0.0241319202058034 |
111 | 14 | 13.685544755551 | 0.314455244448972 |
112 | 14 | 13.9843352161071 | 0.015664783892897 |
113 | 14 | 13.7815494442975 | 0.218450555702462 |
114 | 14 | 13.7440805056239 | 0.255919494376059 |
115 | 14 | 14.0241319202058 | -0.0241319202058034 |
116 | 14 | 14.0229680374933 | -0.0229680374932515 |
117 | 14 | 14.0512191477926 | -0.0512191477925822 |
118 | 14 | 14.0241319202058 | -0.0241319202058034 |
119 | 14 | 14.0229680374933 | -0.0229680374932515 |
120 | 14 | 14.05005526508 | -0.0500552650800304 |
121 | 14 | 14.0241319202058 | -0.0241319202058034 |
122 | 14 | 14.0229680374933 | -0.0229680374932515 |
123 | 14 | 13.7440805056239 | 0.255919494376059 |
124 | 14 | 13.7501009218114 | 0.249899078188597 |
125 | 14 | 14.05005526508 | -0.0500552650800304 |
126 | 14 | 13.9843352161071 | 0.015664783892897 |
127 | 14 | 13.9644322874203 | 0.0355677125796622 |
128 | 14 | 14.05005526508 | -0.0500552650800304 |
129 | 14 | 14.0229680374933 | -0.0229680374932515 |
130 | 14 | 14.05005526508 | -0.0500552650800304 |
131 | 14 | 14.0241319202058 | -0.0241319202058034 |
132 | 14 | 14.0512191477926 | -0.0512191477925822 |
133 | 14 | 13.7827133270101 | 0.21728667298991 |
134 | 14 | 14.0229680374933 | -0.0229680374932515 |
135 | 14 | 14.0229680374933 | -0.0229680374932515 |
136 | 14 | 14.0229680374933 | -0.0229680374932515 |
137 | 14 | 13.751264804524 | 0.248735195476045 |
138 | 14 | 13.7126319831378 | 0.287368016862193 |
139 | 14 | 13.9843352161071 | 0.015664783892897 |
140 | 14 | 14.0229680374933 | -0.0229680374932515 |
141 | 13 | 13.8086366718843 | -0.808636671884317 |
142 | 14 | 13.7700038504982 | 0.229996149501832 |
143 | 14 | 14.0241319202058 | -0.0241319202058034 |
144 | 14 | 13.9915195150071 | 0.0084804849928833 |
145 | 14 | 13.9644322874203 | 0.0355677125796622 |
146 | 14 | 14.0114224436939 | -0.0114224436938818 |
147 | 14 | 13.7429166229114 | 0.25708337708861 |
148 | 14 | 13.9843352161071 | 0.015664783892897 |
149 | 14 | 14.0241319202058 | -0.0241319202058034 |
150 | 14 | 13.9915195150071 | 0.0084804849928833 |
151 | 14 | 14.05005526508 | -0.0500552650800304 |
152 | 13 | 13.7827133270101 | -0.78271332701009 |
153 | 13 | 13.7241775769372 | -0.724177576937176 |
154 | 14 | 13.7827133270101 | 0.21728667298991 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 4.50119242699266e-46 | 9.00238485398531e-46 | 1 |
11 | 3.24089249700947e-58 | 6.48178499401895e-58 | 1 |
12 | 3.00631408406846e-72 | 6.01262816813692e-72 | 1 |
13 | 1.07355489166777e-87 | 2.14710978333554e-87 | 1 |
14 | 3.00579094155315e-98 | 6.01158188310631e-98 | 1 |
15 | 5.00179857381702e-112 | 1.0003597147634e-111 | 1 |
16 | 0 | 0 | 1 |
17 | 0.395720090431573 | 0.791440180863146 | 0.604279909568427 |
18 | 0.345000111904503 | 0.690000223809006 | 0.654999888095497 |
19 | 0.310248645622751 | 0.620497291245502 | 0.689751354377249 |
20 | 0.817997700602853 | 0.364004598794295 | 0.182002299397147 |
21 | 0.762104542567041 | 0.475790914865918 | 0.237895457432959 |
22 | 0.749499398733235 | 0.50100120253353 | 0.250500601266765 |
23 | 0.685924571713241 | 0.628150856573517 | 0.314075428286759 |
24 | 0.618890071383505 | 0.762219857232989 | 0.381109928616495 |
25 | 0.608687735426819 | 0.782624529146362 | 0.391312264573181 |
26 | 0.612754895483079 | 0.774490209033842 | 0.387245104516921 |
27 | 0.56871824609171 | 0.86256350781658 | 0.43128175390829 |
28 | 0.515052133831667 | 0.969895732336667 | 0.484947866168333 |
29 | 0.460683178264795 | 0.921366356529589 | 0.539316821735205 |
30 | 0.403925999958001 | 0.807851999916003 | 0.596074000041999 |
31 | 0.345948420356501 | 0.691896840713002 | 0.654051579643499 |
32 | 0.292017084249927 | 0.584034168499854 | 0.707982915750073 |
33 | 0.244104364316911 | 0.488208728633822 | 0.755895635683089 |
34 | 0.203948965324573 | 0.407897930649146 | 0.796051034675427 |
35 | 0.164830893891351 | 0.329661787782702 | 0.835169106108649 |
36 | 0.130993576432722 | 0.261987152865443 | 0.869006423567278 |
37 | 0.17399882976769 | 0.34799765953538 | 0.82600117023231 |
38 | 0.146074470275257 | 0.292148940550515 | 0.853925529724743 |
39 | 0.115742966018196 | 0.231485932036392 | 0.884257033981804 |
40 | 0.106008550135965 | 0.212017100271931 | 0.893991449864035 |
41 | 0.555185391602267 | 0.889629216795467 | 0.444814608397733 |
42 | 0.525729647529168 | 0.948540704941664 | 0.474270352470832 |
43 | 0.472848705427208 | 0.945697410854416 | 0.527151294572792 |
44 | 0.420117764198985 | 0.84023552839797 | 0.579882235801015 |
45 | 0.371649364320635 | 0.743298728641269 | 0.628350635679366 |
46 | 0.324449434774787 | 0.648898869549574 | 0.675550565225213 |
47 | 0.279862437673799 | 0.559724875347599 | 0.720137562326201 |
48 | 0.23756012301941 | 0.475120246038819 | 0.76243987698059 |
49 | 0.200482998275819 | 0.400965996551638 | 0.799517001724181 |
50 | 0.166956048362559 | 0.333912096725118 | 0.833043951637441 |
51 | 0.170176847651912 | 0.340353695303824 | 0.829823152348088 |
52 | 0.444622034419928 | 0.889244068839855 | 0.555377965580072 |
53 | 0.39815855887224 | 0.79631711774448 | 0.60184144112776 |
54 | 0.807421238886265 | 0.385157522227471 | 0.192578761113735 |
55 | 0.771743948131959 | 0.456512103736083 | 0.228256051868041 |
56 | 0.775280678446178 | 0.449438643107645 | 0.224719321553822 |
57 | 0.783954836079212 | 0.432090327841576 | 0.216045163920788 |
58 | 0.748801546200862 | 0.502396907598277 | 0.251198453799138 |
59 | 0.7106212018655 | 0.578757596269001 | 0.2893787981345 |
60 | 0.906118007833402 | 0.187763984333197 | 0.0938819921665983 |
61 | 0.884857133625303 | 0.230285732749394 | 0.115142866374697 |
62 | 0.897158261481939 | 0.205683477036123 | 0.102841738518061 |
63 | 0.874970685087352 | 0.250058629825296 | 0.125029314912648 |
64 | 0.850115954894443 | 0.299768090211114 | 0.149884045105557 |
65 | 0.821746236807772 | 0.356507526384456 | 0.178253763192228 |
66 | 0.790369604582059 | 0.419260790835882 | 0.209630395417941 |
67 | 0.943994522944211 | 0.112010954111579 | 0.0560054770557893 |
68 | 0.929063102248931 | 0.141873795502138 | 0.0709368977510688 |
69 | 0.912688423596914 | 0.174623152806172 | 0.0873115764030859 |
70 | 0.915748315402037 | 0.168503369195926 | 0.0842516845979632 |
71 | 0.896975393932075 | 0.20604921213585 | 0.103024606067925 |
72 | 0.875823933014478 | 0.248352133971043 | 0.124176066985522 |
73 | 0.879998359926448 | 0.240003280147104 | 0.120001640073552 |
74 | 0.889071894454316 | 0.221856211091369 | 0.110928105545684 |
75 | 0.86927682327763 | 0.26144635344474 | 0.13072317672237 |
76 | 0.850726774086753 | 0.298546451826494 | 0.149273225913247 |
77 | 0.827413892184515 | 0.345172215630971 | 0.172586107815485 |
78 | 0.858795186327309 | 0.282409627345382 | 0.141204813672691 |
79 | 0.984046275391469 | 0.0319074492170611 | 0.0159537246085306 |
80 | 0.981015382862539 | 0.0379692342749218 | 0.0189846171374609 |
81 | 0.975873601455436 | 0.048252797089129 | 0.0241263985445645 |
82 | 0.981737456036731 | 0.0365250879265384 | 0.0182625439632692 |
83 | 0.980049789180672 | 0.0399004216386569 | 0.0199502108193285 |
84 | 0.998275793611137 | 0.00344841277772588 | 0.00172420638886294 |
85 | 0.997458350012566 | 0.00508329997486854 | 0.00254164998743427 |
86 | 0.996303487970519 | 0.00739302405896208 | 0.00369651202948104 |
87 | 0.99468597147544 | 0.010628057049119 | 0.00531402852455948 |
88 | 0.993897086861885 | 0.0122058262762292 | 0.00610291313811458 |
89 | 0.99157066894879 | 0.01685866210242 | 0.00842933105121002 |
90 | 0.98849406909234 | 0.0230118618153206 | 0.0115059309076603 |
91 | 0.984157688057712 | 0.0316846238845767 | 0.0158423119422883 |
92 | 0.979783003759672 | 0.0404339924806567 | 0.0202169962403284 |
93 | 0.972783405971005 | 0.0544331880579891 | 0.0272165940289945 |
94 | 0.964084254831528 | 0.0718314903369431 | 0.0359157451684715 |
95 | 0.956005754033175 | 0.087988491933649 | 0.0439942459668245 |
96 | 0.943565509216998 | 0.112868981566004 | 0.0564344907830022 |
97 | 0.933139021061487 | 0.133721957877027 | 0.0668609789385134 |
98 | 0.915301274398333 | 0.169397451203334 | 0.0846987256016669 |
99 | 0.894021146974048 | 0.211957706051904 | 0.105978853025952 |
100 | 0.869469736454943 | 0.261060527090114 | 0.130530263545057 |
101 | 0.841207433383069 | 0.317585133233861 | 0.158792566616931 |
102 | 0.808167106442803 | 0.383665787114395 | 0.191832893557197 |
103 | 0.771085697555505 | 0.45782860488899 | 0.228914302444495 |
104 | 0.730143622329127 | 0.539712755341747 | 0.269856377670873 |
105 | 0.717666025853426 | 0.564667948293148 | 0.282333974146574 |
106 | 0.672399835072639 | 0.655200329854722 | 0.327600164927361 |
107 | 0.624266166845893 | 0.751467666308213 | 0.375733833154107 |
108 | 0.601241085169887 | 0.797517829660225 | 0.398758914830113 |
109 | 0.549953254063972 | 0.900093491872056 | 0.450046745936028 |
110 | 0.496987343486373 | 0.993974686972746 | 0.503012656513627 |
111 | 0.477384465295425 | 0.954768930590849 | 0.522615534704575 |
112 | 0.435295099108868 | 0.870590198217735 | 0.564704900891132 |
113 | 0.477656487088121 | 0.955312974176242 | 0.522343512911879 |
114 | 0.449639586042362 | 0.899279172084724 | 0.550360413957638 |
115 | 0.395950646697017 | 0.791901293394034 | 0.604049353302983 |
116 | 0.345333643125646 | 0.690667286251292 | 0.654666356874354 |
117 | 0.296414036811481 | 0.592828073622961 | 0.703585963188519 |
118 | 0.249330959434478 | 0.498661918868956 | 0.750669040565522 |
119 | 0.208031344357572 | 0.416062688715143 | 0.791968655642428 |
120 | 0.169023531462827 | 0.338047062925655 | 0.830976468537173 |
121 | 0.134781537616486 | 0.269563075232973 | 0.865218462383514 |
122 | 0.106874546422856 | 0.213749092845712 | 0.893125453577144 |
123 | 0.0952438257919983 | 0.190487651583997 | 0.904756174208002 |
124 | 0.115284299358413 | 0.230568598716826 | 0.884715700641587 |
125 | 0.0881654907776923 | 0.176330981555385 | 0.911834509222308 |
126 | 0.0713107024159468 | 0.142621404831894 | 0.928689297584053 |
127 | 0.0526366882281689 | 0.105273376456338 | 0.947363311771831 |
128 | 0.0376198602902224 | 0.0752397205804449 | 0.962380139709778 |
129 | 0.0268196404934865 | 0.0536392809869729 | 0.973180359506514 |
130 | 0.0182096028555454 | 0.0364192057110908 | 0.981790397144455 |
131 | 0.0118465790527085 | 0.023693158105417 | 0.988153420947292 |
132 | 0.00762997266366447 | 0.0152599453273289 | 0.992370027336336 |
133 | 0.0138019631442484 | 0.0276039262884967 | 0.986198036855752 |
134 | 0.00923020922634479 | 0.0184604184526896 | 0.990769790773655 |
135 | 0.00616745219922312 | 0.0123349043984462 | 0.993832547800777 |
136 | 0.00422376851715298 | 0.00844753703430596 | 0.995776231482847 |
137 | 0.00726250311750853 | 0.0145250062350171 | 0.992737496882491 |
138 | 0.00641897711327332 | 0.0128379542265466 | 0.993581022886727 |
139 | 0.00518367521657309 | 0.0103673504331462 | 0.994816324783427 |
140 | 0.00260587809600619 | 0.00521175619201238 | 0.997394121903994 |
141 | 0.032116317120195 | 0.0642326342403901 | 0.967883682879805 |
142 | 0.0267923493800415 | 0.053584698760083 | 0.973207650619959 |
143 | 0.0147546871177104 | 0.0295093742354208 | 0.98524531288229 |
144 | 0.00701127242563961 | 0.0140225448512792 | 0.99298872757436 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 12 | 0.0888888888888889 | NOK |
5% type I error level | 34 | 0.251851851851852 | NOK |
10% type I error level | 41 | 0.303703703703704 | NOK |