Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 0.693518932570807 + 0.000589806093213978UseLimit[t] + 0.136196246020742T20[t] -0.128440726388467T40[t] + 0.257119809675127Used[t] + 0.029577181961469Useful[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) | 0.693518932570807 | 0.117584 | 5.8981 | 0 | 0 |
UseLimit | 0.000589806093213978 | 0.0409 | 0.0144 | 0.988514 | 0.494257 |
T20 | 0.136196246020742 | 0.055139 | 2.4701 | 0.014645 | 0.007322 |
T40 | -0.128440726388467 | 0.063225 | -2.0315 | 0.043995 | 0.021997 |
Used | 0.257119809675127 | 0.044531 | 5.774 | 0 | 0 |
Useful | 0.029577181961469 | 0.044854 | 0.6594 | 0.510658 | 0.255329 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.524181836397047 |
R-squared | 0.274766597608581 |
Adjusted R-squared | 0.250265469149411 |
F-TEST (value) | 11.2144466352426 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 148 |
p-value | 3.52885420884519e-09 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.232853342436111 |
Sum Squared Residuals | 8.02466050438298 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1.12534730204685 | -0.125347302046847 |
2 | 1 | 0.988561249932891 | 0.0114387500671089 |
3 | 1 | 0.988561249932891 | 0.0114387500671089 |
4 | 1 | 0.988561249932891 | 0.0114387500671089 |
5 | 1 | 0.988561249932891 | 0.0114387500671087 |
6 | 1 | 1.01872823798757 | -0.0187282379875742 |
7 | 1 | 0.988561249932891 | 0.0114387500671088 |
8 | 1 | 1.12475749595363 | -0.124757495953633 |
9 | 1 | 0.988561249932891 | 0.0114387500671088 |
10 | 1 | 0.989151056026105 | 0.0108489439738949 |
11 | 1 | 1.12534730204685 | -0.125347302046847 |
12 | 1 | 0.988561249932891 | 0.0114387500671088 |
13 | 1 | 1.27525824156949 | -0.275258241569487 |
14 | 1 | 1.12534730204685 | -0.125347302046847 |
15 | 1 | 1.27525824156949 | -0.275258241569487 |
16 | 1 | 1.41145448759023 | -0.411454487590229 |
17 | 2 | 1.41204429368344 | 0.587955706316557 |
18 | 1 | 1.12534730204685 | -0.125347302046847 |
19 | 1 | 0.988561249932891 | 0.0114387500671088 |
20 | 2 | 1.41145448759023 | 0.588545512409771 |
21 | 1 | 1.01872823798757 | -0.0187282379875742 |
22 | 1 | 1.2758480476627 | -0.275848047662701 |
23 | 1 | 1.01813843189436 | -0.0181384318943602 |
24 | 1 | 1.01872823798757 | -0.0187282379875742 |
25 | 1 | 1.38187730562876 | -0.38187730562876 |
26 | 1 | 1.27525824156949 | -0.275258241569487 |
27 | 1 | 0.989151056026105 | 0.0108489439738949 |
28 | 1 | 1.24568105960802 | -0.245681059608018 |
29 | 1 | 0.988561249932891 | 0.0114387500671088 |
30 | 1 | 1.01813843189436 | -0.0181384318943602 |
31 | 1 | 0.988561249932891 | 0.0114387500671088 |
32 | 1 | 0.989151056026105 | 0.0108489439738949 |
33 | 1 | 1.01872823798757 | -0.0187282379875742 |
34 | 1 | 1.12475749595363 | -0.124757495953633 |
35 | 1 | 0.988561249932891 | 0.0114387500671088 |
36 | 1 | 0.988561249932891 | 0.0114387500671088 |
37 | 1 | 1.41204429368344 | -0.412044293683443 |
38 | 1 | 1.24568105960802 | -0.245681059608018 |
39 | 1 | 1.01813843189436 | -0.0181384318943602 |
40 | 1 | 1.1543346779151 | -0.154334677915102 |
41 | 2 | 1.27525824156949 | 0.724741758430513 |
42 | 1 | 1.24568105960802 | -0.245681059608018 |
43 | 1 | 1.01872823798757 | -0.0187282379875742 |
44 | 1 | 1.12534730204685 | -0.125347302046847 |
45 | 1 | 1.01813843189436 | -0.0181384318943602 |
46 | 1 | 1.01813843189436 | -0.0181384318943602 |
47 | 1 | 0.988561249932891 | 0.0114387500671088 |
48 | 1 | 0.988561249932891 | 0.0114387500671088 |
49 | 1 | 1.01813843189436 | -0.0181384318943602 |
50 | 1 | 0.988561249932891 | 0.0114387500671088 |
51 | 1 | 1.38187730562876 | -0.38187730562876 |
52 | 2 | 1.41204429368344 | 0.587955706316557 |
53 | 1 | 0.988561249932891 | 0.0114387500671088 |
54 | 2 | 1.24568105960802 | 0.754318940391982 |
55 | 1 | 0.988561249932891 | 0.0114387500671088 |
56 | 1 | 1.38187730562876 | -0.38187730562876 |
57 | 1 | 1.27525824156949 | -0.275258241569487 |
58 | 1 | 0.988561249932891 | 0.0114387500671088 |
59 | 1 | 0.988561249932891 | 0.0114387500671088 |
60 | 2 | 1.41204429368344 | 0.587955706316557 |
61 | 1 | 1.12534730204685 | -0.125347302046847 |
62 | 1 | 1.27525824156949 | -0.275258241569487 |
63 | 1 | 0.988561249932891 | 0.0114387500671088 |
64 | 1 | 1.12534730204685 | -0.125347302046847 |
65 | 1 | 0.988561249932891 | 0.0114387500671088 |
66 | 1 | 0.988561249932891 | 0.0114387500671088 |
67 | 2 | 1.41145448759023 | 0.588545512409771 |
68 | 1 | 0.989151056026105 | 0.0108489439738949 |
69 | 1 | 0.988561249932891 | 0.0114387500671088 |
70 | 1 | 1.24568105960802 | -0.245681059608018 |
71 | 1 | 0.988561249932891 | 0.0114387500671088 |
72 | 1 | 0.988561249932891 | 0.0114387500671088 |
73 | 1 | 1.24568105960802 | -0.245681059608018 |
74 | 1 | 1.24627086570123 | -0.246270865701232 |
75 | 1 | 0.988561249932891 | 0.0114387500671088 |
76 | 1 | 1.1543346779151 | -0.154334677915102 |
77 | 1 | 0.988561249932891 | 0.0114387500671088 |
78 | 1 | 1.27525824156949 | -0.275258241569487 |
79 | 2 | 1.38187730562876 | 0.61812269437124 |
80 | 1 | 1.1543346779151 | -0.154334677915102 |
81 | 1 | 0.988561249932891 | 0.0114387500671088 |
82 | 1 | 1.24627086570123 | -0.246270865701232 |
83 | 1 | 0.988561249932891 | 0.0114387500671088 |
84 | 2 | 1.24568105960802 | 0.754318940391982 |
85 | 1 | 1.01813843189436 | -0.0181384318943602 |
86 | 1 | 0.989151056026105 | 0.0108489439738949 |
87 | 1 | 0.989151056026105 | 0.0108489439738949 |
88 | 1 | 1.11783013931276 | -0.117830139312765 |
89 | 1 | 0.988561249932891 | 0.0114387500671088 |
90 | 1 | 0.988561249932891 | 0.0114387500671088 |
91 | 1 | 1.01813843189436 | -0.0181384318943602 |
92 | 1 | 0.860710329637638 | 0.139289670362362 |
93 | 1 | 1.01872823798757 | -0.0187282379875742 |
94 | 1 | 0.988561249932891 | 0.0114387500671088 |
95 | 1 | 0.860120523544424 | 0.139879476455576 |
96 | 1 | 0.988561249932891 | 0.0114387500671088 |
97 | 1 | 0.860710329637638 | 0.139289670362362 |
98 | 1 | 0.988561249932891 | 0.0114387500671088 |
99 | 1 | 0.989151056026105 | 0.0108489439738949 |
100 | 1 | 0.988561249932891 | 0.0114387500671088 |
101 | 1 | 0.989151056026105 | 0.0108489439738949 |
102 | 1 | 0.988561249932891 | 0.0114387500671088 |
103 | 1 | 0.988561249932891 | 0.0114387500671088 |
104 | 1 | 0.988561249932891 | 0.0114387500671088 |
105 | 1 | 1.11724033321955 | -0.117240333219551 |
106 | 1 | 0.988561249932891 | 0.0114387500671088 |
107 | 1 | 0.988561249932891 | 0.0114387500671088 |
108 | 1 | 1.11783013931276 | -0.117830139312765 |
109 | 1 | 0.988561249932891 | 0.0114387500671088 |
110 | 1 | 0.989151056026105 | 0.0108489439738949 |
111 | 1 | 1.14740732127423 | -0.147407321274234 |
112 | 1 | 0.860120523544424 | 0.139879476455576 |
113 | 1 | 1.24568105960802 | -0.245681059608018 |
114 | 1 | 1.11783013931276 | -0.117830139312765 |
115 | 1 | 0.989151056026105 | 0.0108489439738949 |
116 | 1 | 0.988561249932891 | 0.0114387500671088 |
117 | 1 | 0.989151056026105 | 0.0108489439738949 |
118 | 1 | 0.989151056026105 | 0.0108489439738949 |
119 | 1 | 0.988561249932891 | 0.0114387500671088 |
120 | 1 | 0.988561249932891 | 0.0114387500671088 |
121 | 1 | 0.989151056026105 | 0.0108489439738949 |
122 | 1 | 0.988561249932891 | 0.0114387500671088 |
123 | 1 | 1.11783013931276 | -0.117830139312765 |
124 | 1 | 1.27525824156949 | -0.275258241569487 |
125 | 1 | 0.988561249932891 | 0.0114387500671088 |
126 | 1 | 0.860120523544424 | 0.139879476455576 |
127 | 1 | 1.01813843189436 | -0.0181384318943602 |
128 | 1 | 0.988561249932891 | 0.0114387500671088 |
129 | 1 | 0.988561249932891 | 0.0114387500671088 |
130 | 1 | 0.988561249932891 | 0.0114387500671088 |
131 | 1 | 0.989151056026105 | 0.0108489439738949 |
132 | 1 | 0.989151056026105 | 0.0108489439738949 |
133 | 1 | 1.24627086570123 | -0.246270865701232 |
134 | 1 | 0.988561249932891 | 0.0114387500671088 |
135 | 1 | 0.988561249932891 | 0.0114387500671088 |
136 | 1 | 0.988561249932891 | 0.0114387500671088 |
137 | 1 | 1.2758480476627 | -0.275848047662701 |
138 | 1 | 1.14740732127423 | -0.147407321274234 |
139 | 1 | 0.860120523544424 | 0.139879476455576 |
140 | 1 | 0.988561249932891 | 0.0114387500671088 |
141 | 2 | 1.24568105960802 | 0.754318940391982 |
142 | 1 | 1.11724033321955 | -0.117240333219551 |
143 | 1 | 0.989151056026105 | 0.0108489439738949 |
144 | 1 | 1.01813843189436 | -0.0181384318943602 |
145 | 1 | 1.01813843189436 | -0.0181384318943602 |
146 | 1 | 0.860120523544424 | 0.139879476455576 |
147 | 1 | 1.11724033321955 | -0.117240333219551 |
148 | 1 | 0.860120523544424 | 0.139879476455576 |
149 | 1 | 0.989151056026105 | 0.0108489439738949 |
150 | 1 | 1.01813843189436 | -0.0181384318943602 |
151 | 1 | 0.988561249932891 | 0.0114387500671088 |
152 | 2 | 1.24627086570123 | 0.753729134298768 |
153 | 2 | 1.2758480476627 | 0.724151952337299 |
154 | 1 | 1.24627086570123 | -0.246270865701232 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 4.72037660182768e-94 | 9.44075320365536e-94 | 1 |
10 | 3.41843939435462e-63 | 6.83687878870924e-63 | 1 |
11 | 6.83002339770546e-82 | 1.36600467954109e-81 | 1 |
12 | 9.5314090320936e-92 | 1.90628180641872e-91 | 1 |
13 | 1.812880520043e-121 | 3.625761040086e-121 | 1 |
14 | 5.44614806566947e-121 | 1.08922961313389e-120 | 1 |
15 | 3.31622069659942e-136 | 6.63244139319885e-136 | 1 |
16 | 0 | 0 | 1 |
17 | 0.51171209462146 | 0.976575810757079 | 0.48828790537854 |
18 | 0.451103332396976 | 0.902206664793952 | 0.548896667603024 |
19 | 0.373531721774447 | 0.747063443548894 | 0.626468278225553 |
20 | 0.830325899752844 | 0.339348200494311 | 0.169674100247156 |
21 | 0.777328472311058 | 0.445343055377885 | 0.222671527688942 |
22 | 0.782145157178845 | 0.435709685642309 | 0.217854842821155 |
23 | 0.725284381223302 | 0.549431237553395 | 0.274715618776698 |
24 | 0.662437838168278 | 0.675124323663444 | 0.337562161831722 |
25 | 0.702303262052139 | 0.595393475895721 | 0.297696737947861 |
26 | 0.681955795893386 | 0.636088408213229 | 0.318044204106614 |
27 | 0.629821325687702 | 0.740357348624595 | 0.370178674312298 |
28 | 0.579614880480958 | 0.840770239038084 | 0.420385119519042 |
29 | 0.521115941634954 | 0.957768116730092 | 0.478884058365046 |
30 | 0.460570002649139 | 0.921140005298278 | 0.539429997350861 |
31 | 0.403492053150618 | 0.806984106301236 | 0.596507946849382 |
32 | 0.349251349786366 | 0.698502699572732 | 0.650748650213634 |
33 | 0.295355048319393 | 0.590710096638786 | 0.704644951680607 |
34 | 0.259380691330787 | 0.518761382661574 | 0.740619308669213 |
35 | 0.216295070511878 | 0.432590141023756 | 0.783704929488122 |
36 | 0.177589313871995 | 0.355178627743989 | 0.822410686128005 |
37 | 0.237000263110614 | 0.474000526221228 | 0.762999736889386 |
38 | 0.207424531197945 | 0.414849062395889 | 0.792575468802055 |
39 | 0.169872251306245 | 0.339744502612489 | 0.830127748693755 |
40 | 0.16054739325932 | 0.321094786518641 | 0.83945260674068 |
41 | 0.687253440064067 | 0.625493119871867 | 0.312746559935933 |
42 | 0.6655006418308 | 0.6689987163384 | 0.3344993581692 |
43 | 0.616002018904303 | 0.767995962191395 | 0.383997981095697 |
44 | 0.576985706407586 | 0.846028587184827 | 0.423014293592414 |
45 | 0.526334604516771 | 0.947330790966457 | 0.473665395483229 |
46 | 0.475066008740665 | 0.950132017481329 | 0.524933991259335 |
47 | 0.424607080617133 | 0.849214161234266 | 0.575392919382867 |
48 | 0.375412310620587 | 0.750824621241175 | 0.624587689379413 |
49 | 0.328325348335087 | 0.656650696670175 | 0.671674651664913 |
50 | 0.284016184992986 | 0.568032369985973 | 0.715983815007014 |
51 | 0.343108529275238 | 0.686217058550476 | 0.656891470724762 |
52 | 0.633727589780024 | 0.732544820439951 | 0.366272410219976 |
53 | 0.588328681366652 | 0.823342637266696 | 0.411671318633348 |
54 | 0.929205109538145 | 0.141589780923711 | 0.0707948904618555 |
55 | 0.911289874381114 | 0.177420251237771 | 0.0887101256188856 |
56 | 0.948433101831861 | 0.103133796336278 | 0.051566898168139 |
57 | 0.952086459057211 | 0.0958270818855784 | 0.0479135409427892 |
58 | 0.938949036914784 | 0.122101926170432 | 0.0610509630852158 |
59 | 0.923161064662578 | 0.153677870674844 | 0.076838935337422 |
60 | 0.974564578529709 | 0.050870842940582 | 0.025435421470291 |
61 | 0.972359477788291 | 0.0552810444234182 | 0.0276405222117091 |
62 | 0.974239255085819 | 0.051521489828363 | 0.0257607449141815 |
63 | 0.966465304128932 | 0.0670693917421358 | 0.0335346958710679 |
64 | 0.967454868212927 | 0.0650902635741469 | 0.0325451317870734 |
65 | 0.958086154443275 | 0.0838276911134505 | 0.0419138455567252 |
66 | 0.946632347262695 | 0.106735305474609 | 0.0533676527373047 |
67 | 0.982223986636083 | 0.035552026727835 | 0.0177760133639175 |
68 | 0.976348211102237 | 0.0473035777955259 | 0.023651788897763 |
69 | 0.969145156990287 | 0.061709686019425 | 0.0308548430097125 |
70 | 0.970369853966607 | 0.0592602920667856 | 0.0296301460333928 |
71 | 0.961779322579602 | 0.0764413548407962 | 0.0382206774203981 |
72 | 0.951243830821238 | 0.0975123383575247 | 0.0487561691787623 |
73 | 0.954704527180798 | 0.0905909456384037 | 0.0452954728192018 |
74 | 0.957280186247675 | 0.0854396275046508 | 0.0427198137523254 |
75 | 0.945870805384719 | 0.108258389230561 | 0.0541291946152806 |
76 | 0.945910640401646 | 0.108178719196709 | 0.0540893595983543 |
77 | 0.932202756931537 | 0.135594486136925 | 0.0677972430684625 |
78 | 0.93816105945678 | 0.12367788108644 | 0.06183894054322 |
79 | 0.982832240068249 | 0.0343355198635018 | 0.0171677599317509 |
80 | 0.97857456362609 | 0.0428508727478201 | 0.02142543637391 |
81 | 0.971903720918363 | 0.0561925581632749 | 0.0280962790816375 |
82 | 0.97447414682371 | 0.0510517063525802 | 0.0255258531762901 |
83 | 0.966760946055239 | 0.0664781078895211 | 0.0332390539447605 |
84 | 0.998552971415674 | 0.0028940571686525 | 0.00144702858432625 |
85 | 0.997856881692508 | 0.00428623661498466 | 0.00214311830749233 |
86 | 0.996891715992484 | 0.00621656801503244 | 0.00310828400751622 |
87 | 0.995547179202114 | 0.0089056415957711 | 0.00445282079788555 |
88 | 0.994077761198859 | 0.0118444776022824 | 0.00592223880114122 |
89 | 0.991692850679603 | 0.016614298640793 | 0.00830714932039651 |
90 | 0.988493487892602 | 0.0230130242147961 | 0.011506512107398 |
91 | 0.984180657888481 | 0.0316386842230371 | 0.0158193421115186 |
92 | 0.981016463979184 | 0.0379670720416329 | 0.0189835360208165 |
93 | 0.974423963190209 | 0.0511520736195814 | 0.0255760368097907 |
94 | 0.966140096630251 | 0.0677198067394973 | 0.0338599033697486 |
95 | 0.959051155233975 | 0.0818976895320495 | 0.0409488447660248 |
96 | 0.946884474560992 | 0.106231050878016 | 0.0531155254390078 |
97 | 0.937489556240108 | 0.125020887519783 | 0.0625104437598915 |
98 | 0.920561715867599 | 0.158876568264802 | 0.0794382841324009 |
99 | 0.900226746542061 | 0.199546506915878 | 0.0997732534579389 |
100 | 0.876318080157653 | 0.247363839684694 | 0.123681919842347 |
101 | 0.848431410177306 | 0.303137179645388 | 0.151568589822694 |
102 | 0.816659726543859 | 0.366680546912283 | 0.183340273456141 |
103 | 0.780898942748622 | 0.438202114502756 | 0.219101057251378 |
104 | 0.741279729616865 | 0.51744054076627 | 0.258720270383135 |
105 | 0.712415077231604 | 0.575169845536791 | 0.287584922768396 |
106 | 0.666956035574978 | 0.666087928850045 | 0.333043964425023 |
107 | 0.618717297730902 | 0.762565404538196 | 0.381282702269098 |
108 | 0.580511901728147 | 0.838976196543706 | 0.419488098271853 |
109 | 0.528776250529941 | 0.942447498940117 | 0.471223749470059 |
110 | 0.475696727691671 | 0.951393455383342 | 0.524303272308329 |
111 | 0.435330859088933 | 0.870661718177867 | 0.564669140911067 |
112 | 0.400063590962306 | 0.800127181924613 | 0.599936409037694 |
113 | 0.441048285605124 | 0.882096571210248 | 0.558951714394876 |
114 | 0.403016037651207 | 0.806032075302413 | 0.596983962348793 |
115 | 0.35029548622259 | 0.700590972445179 | 0.64970451377741 |
116 | 0.301020059690299 | 0.602040119380598 | 0.698979940309701 |
117 | 0.253822714156058 | 0.507645428312117 | 0.746177285843942 |
118 | 0.210517653544311 | 0.421035307088622 | 0.789482346455689 |
119 | 0.172480074863901 | 0.344960149727802 | 0.827519925136099 |
120 | 0.138991030744567 | 0.277982061489134 | 0.861008969255433 |
121 | 0.109259449497953 | 0.218518898995905 | 0.890740550502047 |
122 | 0.0849031802223775 | 0.169806360444755 | 0.915096819777622 |
123 | 0.0711719055548751 | 0.14234381110975 | 0.928828094445125 |
124 | 0.093729234831544 | 0.187458469663088 | 0.906270765168456 |
125 | 0.0714947657244654 | 0.142989531448931 | 0.928505234275535 |
126 | 0.0599521415941485 | 0.119904283188297 | 0.940047858405851 |
127 | 0.0435649858419453 | 0.0871299716838907 | 0.956435014158055 |
128 | 0.031264154034022 | 0.062528308068044 | 0.968735845965978 |
129 | 0.0219640865689865 | 0.0439281731379729 | 0.978035913431014 |
130 | 0.0151166354589887 | 0.0302332709179773 | 0.984883364541011 |
131 | 0.00979585731719564 | 0.0195917146343913 | 0.990204142682804 |
132 | 0.00614452213328312 | 0.0122890442665662 | 0.993855477866717 |
133 | 0.0114625283520883 | 0.0229250567041765 | 0.988537471647912 |
134 | 0.00751385817249453 | 0.0150277163449891 | 0.992486141827505 |
135 | 0.0048628651544505 | 0.00972573030890101 | 0.995137134845549 |
136 | 0.00314627055425175 | 0.00629254110850349 | 0.996853729445748 |
137 | 0.00731442461348139 | 0.0146288492269628 | 0.992685575386519 |
138 | 0.00662118139279961 | 0.0132423627855992 | 0.9933788186072 |
139 | 0.0053232057025267 | 0.0106464114050534 | 0.994676794297473 |
140 | 0.00282582924262829 | 0.00565165848525658 | 0.997174170757372 |
141 | 0.0378644924993364 | 0.0757289849986727 | 0.962135507500664 |
142 | 0.0275371376031953 | 0.0550742752063906 | 0.972462862396805 |
143 | 0.0170175558606999 | 0.0340351117213999 | 0.9829824441393 |
144 | 0.0082965772863638 | 0.0165931545727276 | 0.991703422713636 |
145 | 0.00378418287640692 | 0.00756836575281384 | 0.996215817123593 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 16 | 0.116788321167883 | NOK |
5% type I error level | 36 | 0.262773722627737 | NOK |
10% type I error level | 59 | 0.430656934306569 | NOK |