Multiple Linear Regression - Estimated Regression Equation |
Used[t] = + 0.356467426045052 + 0.0721634226319372UseLimit[t] -0.0360058345990626`T/NT2/4`[t] + 0.681848041481079CorrectAnalysis[t] + 0.157652617765688Useful[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) | 0.356467426045052 | 0.203808 | 1.749 | 0.082345 | 0.041172 |
UseLimit | 0.0721634226319372 | 0.069365 | 1.0403 | 0.299867 | 0.149934 |
`T/NT2/4` | -0.0360058345990626 | 0.030547 | -1.1787 | 0.240394 | 0.120197 |
CorrectAnalysis | 0.681848041481079 | 0.124669 | 5.4693 | 0 | 0 |
Useful | 0.157652617765688 | 0.076233 | 2.068 | 0.040366 | 0.020183 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.495061061295095 |
R-squared | 0.245085454410625 |
Adjusted R-squared | 0.224819292112924 |
F-TEST (value) | 12.0933332522667 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 149 |
p-value | 1.54175840982873e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.401712094984529 |
Sum Squared Residuals | 24.044518481272 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1.30428909595663 | -0.304289095956631 |
2 | 1 | 1.19611983872563 | -0.19611983872563 |
3 | 1 | 1.19611983872563 | -0.19611983872563 |
4 | 1 | 1.19611983872563 | -0.19611983872563 |
5 | 1 | 1.19611983872563 | -0.19611983872563 |
6 | 1 | 1.42593587912325 | -0.425935879123255 |
7 | 1 | 1.19611983872563 | -0.19611983872563 |
8 | 1 | 1.23212567332469 | -0.232125673324693 |
9 | 1 | 1.19611983872563 | -0.19611983872563 |
10 | 1 | 1.26828326135757 | -0.268283261357567 |
11 | 1 | 1.30428909595663 | -0.30428909595663 |
12 | 1 | 1.19611983872563 | -0.19611983872563 |
13 | 2 | 1.35377245649132 | 0.646227543508683 |
14 | 1 | 1.30428909595663 | -0.30428909595663 |
15 | 2 | 1.35377245649132 | 0.646227543508683 |
16 | 2 | 1.38977829109038 | 0.61022170890962 |
17 | 2 | 2.1437897552034 | -0.143789755203396 |
18 | 1 | 1.30428909595663 | -0.30428909595663 |
19 | 1 | 1.19611983872563 | -0.19611983872563 |
20 | 2 | 2.07162633257146 | -0.0716263325714586 |
21 | 1 | 1.42593587912325 | -0.425935879123255 |
22 | 2 | 1.42593587912325 | 0.574064120876745 |
23 | 1 | 1.35377245649132 | -0.353772456491318 |
24 | 1 | 1.42593587912325 | -0.425935879123255 |
25 | 2 | 1.23212567332469 | 0.767874326675308 |
26 | 2 | 1.35377245649132 | 0.646227543508683 |
27 | 1 | 1.26828326135757 | -0.268283261357567 |
28 | 2 | 1.19611983872563 | 0.80388016127437 |
29 | 1 | 1.19611983872563 | -0.19611983872563 |
30 | 1 | 1.35377245649132 | -0.353772456491318 |
31 | 1 | 1.19611983872563 | -0.19611983872563 |
32 | 1 | 1.26828326135757 | -0.268283261357567 |
33 | 1 | 1.42593587912325 | -0.425935879123255 |
34 | 1 | 1.23212567332469 | -0.232125673324693 |
35 | 1 | 1.19611983872563 | -0.19611983872563 |
36 | 1 | 1.19611983872563 | -0.19611983872563 |
37 | 2 | 1.46194171372232 | 0.538058286277683 |
38 | 2 | 1.19611983872563 | 0.80388016127437 |
39 | 1 | 1.35377245649132 | -0.353772456491318 |
40 | 1 | 1.38977829109038 | -0.38977829109038 |
41 | 2 | 2.0356204979724 | -0.035620497972396 |
42 | 2 | 1.19611983872563 | 0.80388016127437 |
43 | 1 | 1.42593587912325 | -0.425935879123255 |
44 | 1 | 1.30428909595663 | -0.30428909595663 |
45 | 1 | 1.35377245649132 | -0.353772456491318 |
46 | 1 | 1.35377245649132 | -0.353772456491318 |
47 | 1 | 1.19611983872563 | -0.19611983872563 |
48 | 1 | 1.19611983872563 | -0.19611983872563 |
49 | 1 | 1.35377245649132 | -0.353772456491318 |
50 | 1 | 1.19611983872563 | -0.19611983872563 |
51 | 2 | 1.23212567332469 | 0.767874326675308 |
52 | 2 | 2.1437897552034 | -0.143789755203396 |
53 | 1 | 1.19611983872563 | -0.19611983872563 |
54 | 2 | 1.87796788020671 | 0.122032119793292 |
55 | 1 | 1.19611983872563 | -0.19611983872563 |
56 | 2 | 1.23212567332469 | 0.767874326675308 |
57 | 2 | 1.35377245649132 | 0.646227543508683 |
58 | 1 | 1.19611983872563 | -0.19611983872563 |
59 | 1 | 1.19611983872563 | -0.19611983872563 |
60 | 2 | 2.1437897552034 | -0.143789755203396 |
61 | 1 | 1.30428909595663 | -0.30428909595663 |
62 | 2 | 1.35377245649132 | 0.646227543508683 |
63 | 1 | 1.19611983872563 | -0.19611983872563 |
64 | 1 | 1.30428909595663 | -0.30428909595663 |
65 | 1 | 1.19611983872563 | -0.19611983872563 |
66 | 1 | 1.19611983872563 | -0.19611983872563 |
67 | 2 | 2.07162633257146 | -0.0716263325714586 |
68 | 1 | 1.26828326135757 | -0.268283261357567 |
69 | 1 | 1.19611983872563 | -0.19611983872563 |
70 | 2 | 1.19611983872563 | 0.80388016127437 |
71 | 1 | 1.19611983872563 | -0.19611983872563 |
72 | 1 | 1.19611983872563 | -0.19611983872563 |
73 | 2 | 1.19611983872563 | 0.80388016127437 |
74 | 2 | 1.26828326135757 | 0.731716738642433 |
75 | 1 | 1.19611983872563 | -0.19611983872563 |
76 | 1 | 1.38977829109038 | -0.38977829109038 |
77 | 1 | 1.19611983872563 | -0.19611983872563 |
78 | 2 | 1.35377245649132 | 0.646227543508683 |
79 | 2 | 1.91397371480577 | 0.0860262851942289 |
80 | 1 | 1.38977829109038 | -0.38977829109038 |
81 | 1 | 1.19611983872563 | -0.19611983872563 |
82 | 2 | 1.26828326135757 | 0.731716738642433 |
83 | 1 | 1.19611983872563 | -0.19611983872563 |
84 | 2 | 1.87796788020671 | 0.122032119793292 |
85 | 1 | 1.35377245649132 | -0.353772456491318 |
86 | 1 | 1.26828326135757 | -0.268283261357567 |
87 | 1 | 1.19627159215944 | -0.196271592159442 |
88 | 2 | 1.2322774267585 | 0.767722573241495 |
89 | 1 | 1.1241081695275 | -0.124108169527505 |
90 | 1 | 1.1241081695275 | -0.124108169527505 |
91 | 1 | 1.28176078729319 | -0.281760787293192 |
92 | 1 | 1.2322774267585 | -0.232277426758505 |
93 | 1 | 1.35392420992513 | -0.35392420992513 |
94 | 1 | 1.1241081695275 | -0.124108169527505 |
95 | 1 | 1.16011400412657 | -0.160114004126567 |
96 | 1 | 1.1241081695275 | -0.124108169527505 |
97 | 1 | 1.2322774267585 | -0.232277426758505 |
98 | 1 | 1.1241081695275 | -0.124108169527505 |
99 | 1 | 1.19627159215944 | -0.196271592159442 |
100 | 1 | 1.1241081695275 | -0.124108169527505 |
101 | 1 | 1.19627159215944 | -0.196271592159442 |
102 | 1 | 1.1241081695275 | -0.124108169527505 |
103 | 1 | 1.1241081695275 | -0.124108169527505 |
104 | 1 | 1.1241081695275 | -0.124108169527505 |
105 | 2 | 1.16011400412657 | 0.839885995873433 |
106 | 1 | 1.1241081695275 | -0.124108169527505 |
107 | 1 | 1.1241081695275 | -0.124108169527505 |
108 | 2 | 1.2322774267585 | 0.767722573241495 |
109 | 1 | 1.1241081695275 | -0.124108169527505 |
110 | 1 | 1.19627159215944 | -0.196271592159442 |
111 | 2 | 1.38993004452419 | 0.610069955475808 |
112 | 1 | 1.16011400412657 | -0.160114004126567 |
113 | 2 | 1.1241081695275 | 0.875891830472495 |
114 | 2 | 1.2322774267585 | 0.767722573241495 |
115 | 1 | 1.19627159215944 | -0.196271592159442 |
116 | 1 | 1.1241081695275 | -0.124108169527505 |
117 | 1 | 1.19627159215944 | -0.196271592159442 |
118 | 1 | 1.19627159215944 | -0.196271592159442 |
119 | 1 | 1.1241081695275 | -0.124108169527505 |
120 | 1 | 1.1241081695275 | -0.124108169527505 |
121 | 1 | 1.19627159215944 | -0.196271592159442 |
122 | 1 | 1.1241081695275 | -0.124108169527505 |
123 | 2 | 1.2322774267585 | 0.767722573241495 |
124 | 2 | 1.28176078729319 | 0.718239212706808 |
125 | 1 | 1.1241081695275 | -0.124108169527505 |
126 | 1 | 1.16011400412657 | -0.160114004126567 |
127 | 1 | 1.28176078729319 | -0.281760787293192 |
128 | 1 | 1.1241081695275 | -0.124108169527505 |
129 | 1 | 1.1241081695275 | -0.124108169527505 |
130 | 1 | 1.1241081695275 | -0.124108169527505 |
131 | 1 | 1.19627159215944 | -0.196271592159442 |
132 | 1 | 1.19627159215944 | -0.196271592159442 |
133 | 2 | 1.19627159215944 | 0.803728407840558 |
134 | 1 | 1.1241081695275 | -0.124108169527505 |
135 | 1 | 1.1241081695275 | -0.124108169527505 |
136 | 1 | 1.1241081695275 | -0.124108169527505 |
137 | 2 | 1.35392420992513 | 0.646075790074871 |
138 | 2 | 1.38993004452419 | 0.610069955475808 |
139 | 1 | 1.16011400412657 | -0.160114004126567 |
140 | 1 | 1.1241081695275 | -0.124108169527505 |
141 | 2 | 1.80595621100858 | 0.194043788991417 |
142 | 2 | 1.16011400412657 | 0.839885995873433 |
143 | 1 | 1.19627159215944 | -0.196271592159442 |
144 | 1 | 1.28176078729319 | -0.281760787293192 |
145 | 1 | 1.28176078729319 | -0.281760787293192 |
146 | 1 | 1.16011400412657 | -0.160114004126567 |
147 | 2 | 1.16011400412657 | 0.839885995873433 |
148 | 1 | 1.16011400412657 | -0.160114004126567 |
149 | 1 | 1.19627159215944 | -0.196271592159442 |
150 | 1 | 1.28176078729319 | -0.281760787293192 |
151 | 1 | 1.1241081695275 | -0.124108169527505 |
152 | 2 | 1.87811963364052 | 0.12188036635948 |
153 | 2 | 2.03577225140621 | -0.0357722514062079 |
154 | 2 | 1.19627159215944 | 0.803728407840558 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 1.07092504481293e-94 | 2.14185008962585e-94 | 1 |
9 | 2.0274008457432e-127 | 4.05480169148641e-127 | 1 |
10 | 4.16863209633528e-80 | 8.33726419267056e-80 | 1 |
11 | 1.17696998125196e-99 | 2.35393996250392e-99 | 1 |
12 | 1.11384422061901e-108 | 2.22768844123803e-108 | 1 |
13 | 0.0291727465438663 | 0.0583454930877326 | 0.970827253456134 |
14 | 0.0147852709565859 | 0.0295705419131718 | 0.985214729043414 |
15 | 0.016649460092885 | 0.0332989201857701 | 0.983350539907115 |
16 | 0.008826447809693 | 0.017652895619386 | 0.991173552190307 |
17 | 0.00416781494939838 | 0.00833562989879676 | 0.995832185050602 |
18 | 0.00204222812314406 | 0.00408445624628813 | 0.997957771876856 |
19 | 0.000919123150977015 | 0.00183824630195403 | 0.999080876849023 |
20 | 0.000610754564126728 | 0.00122150912825346 | 0.999389245435873 |
21 | 0.00179451702986289 | 0.00358903405972578 | 0.998205482970137 |
22 | 0.00952883357481426 | 0.0190576671496285 | 0.990471166425186 |
23 | 0.0463045462936898 | 0.0926090925873795 | 0.95369545370631 |
24 | 0.0524386799162872 | 0.104877359832574 | 0.947561320083713 |
25 | 0.134328337281708 | 0.268656674563417 | 0.865671662718292 |
26 | 0.143058581960569 | 0.286117163921139 | 0.856941418039431 |
27 | 0.128843143626338 | 0.257686287252675 | 0.871156856373662 |
28 | 0.360088510966084 | 0.720177021932167 | 0.639911489033916 |
29 | 0.309737895602315 | 0.61947579120463 | 0.690262104397685 |
30 | 0.392344974249473 | 0.784689948498947 | 0.607655025750527 |
31 | 0.340197943306059 | 0.680395886612119 | 0.659802056693941 |
32 | 0.302290907852777 | 0.604581815705554 | 0.697709092147223 |
33 | 0.287272763034199 | 0.574545526068398 | 0.712727236965801 |
34 | 0.279224951607912 | 0.558449903215823 | 0.720775048392089 |
35 | 0.237011291046664 | 0.474022582093327 | 0.762988708953336 |
36 | 0.198715886464575 | 0.39743177292915 | 0.801284113535425 |
37 | 0.213241722598453 | 0.426483445196905 | 0.786758277401547 |
38 | 0.420695690100315 | 0.841391380200631 | 0.579304309899685 |
39 | 0.462315593469172 | 0.924631186938344 | 0.537684406530828 |
40 | 0.553307026040663 | 0.893385947918673 | 0.446692973959337 |
41 | 0.49909375939939 | 0.99818751879878 | 0.50090624060061 |
42 | 0.667547066274898 | 0.664905867450204 | 0.332452933725102 |
43 | 0.65531742277925 | 0.6893651544415 | 0.34468257722075 |
44 | 0.626388214127199 | 0.747223571745601 | 0.373611785872801 |
45 | 0.635384488589251 | 0.729231022821499 | 0.364615511410749 |
46 | 0.638327861950051 | 0.723344276099899 | 0.361672138049949 |
47 | 0.599480494143229 | 0.801039011713543 | 0.400519505856771 |
48 | 0.559578725749268 | 0.880842548501464 | 0.440421274250732 |
49 | 0.559160471430828 | 0.881679057138345 | 0.440839528569172 |
50 | 0.519012664980407 | 0.961974670039187 | 0.480987335019593 |
51 | 0.610051676443185 | 0.779896647113629 | 0.389948323556815 |
52 | 0.57231285493129 | 0.85537429013742 | 0.42768714506871 |
53 | 0.532728478060477 | 0.934543043879047 | 0.467271521939523 |
54 | 0.497242699398128 | 0.994485398796256 | 0.502757300601872 |
55 | 0.45840567816951 | 0.916811356339021 | 0.54159432183049 |
56 | 0.54032519354111 | 0.919349612917779 | 0.45967480645889 |
57 | 0.607196420183056 | 0.785607159633889 | 0.392803579816944 |
58 | 0.569144846014528 | 0.861710307970944 | 0.430855153985472 |
59 | 0.530507865678727 | 0.938984268642547 | 0.469492134321273 |
60 | 0.495496819355895 | 0.990993638711789 | 0.504503180644105 |
61 | 0.484267184946443 | 0.968534369892886 | 0.515732815053557 |
62 | 0.547164011036646 | 0.905671977926709 | 0.452835988963354 |
63 | 0.509843406073825 | 0.980313187852349 | 0.490156593926175 |
64 | 0.506938019300287 | 0.986123961399425 | 0.493061980699713 |
65 | 0.471691779881783 | 0.943383559763566 | 0.528308220118217 |
66 | 0.437239248312907 | 0.874478496625814 | 0.562760751687093 |
67 | 0.406026143815941 | 0.812052287631883 | 0.593973856184059 |
68 | 0.400435339456177 | 0.800870678912353 | 0.599564660543823 |
69 | 0.370309355165106 | 0.740618710330212 | 0.629690644834894 |
70 | 0.5197392860504 | 0.9605214278992 | 0.4802607139496 |
71 | 0.488274039654714 | 0.976548079309429 | 0.511725960345286 |
72 | 0.457989220824451 | 0.915978441648902 | 0.542010779175549 |
73 | 0.602421323297617 | 0.795157353404767 | 0.397578676702383 |
74 | 0.741381529759931 | 0.517236940480138 | 0.258618470240069 |
75 | 0.714518611196035 | 0.570962777607931 | 0.285481388803965 |
76 | 0.751629664959168 | 0.496740670081663 | 0.248370335040832 |
77 | 0.72982787576424 | 0.540344248471521 | 0.27017212423576 |
78 | 0.771895167565049 | 0.456209664869902 | 0.228104832434951 |
79 | 0.737351365976126 | 0.525297268047747 | 0.262648634023874 |
80 | 0.781903663637811 | 0.436192672724378 | 0.218096336362189 |
81 | 0.771683499058621 | 0.456633001882757 | 0.228316500941379 |
82 | 0.832303205851343 | 0.335393588297314 | 0.167696794148657 |
83 | 0.825404470985347 | 0.349191058029306 | 0.174595529014653 |
84 | 0.800234866724198 | 0.399530266551603 | 0.199765133275802 |
85 | 0.848066632517617 | 0.303866734964766 | 0.151933367482383 |
86 | 0.907691874140625 | 0.18461625171875 | 0.092308125859375 |
87 | 0.890240437867509 | 0.219519124264982 | 0.109759562132491 |
88 | 0.92441063759821 | 0.151178724803581 | 0.0755893624017903 |
89 | 0.906989541535881 | 0.186020916928238 | 0.0930104584641189 |
90 | 0.886195751772157 | 0.227608496455685 | 0.113804248227843 |
91 | 0.872151896417897 | 0.255696207164206 | 0.127848103582103 |
92 | 0.887700616886486 | 0.224598766227028 | 0.112299383113514 |
93 | 0.890082675780184 | 0.219834648439632 | 0.109917324219816 |
94 | 0.865368558690262 | 0.269262882619476 | 0.134631441309738 |
95 | 0.862826811455903 | 0.274346377088193 | 0.137173188544097 |
96 | 0.833884170306234 | 0.332231659387532 | 0.166115829693766 |
97 | 0.871987541006495 | 0.256024917987009 | 0.128012458993505 |
98 | 0.843947704651331 | 0.312104590697338 | 0.156052295348669 |
99 | 0.822387282639474 | 0.355225434721052 | 0.177612717360526 |
100 | 0.787713795001879 | 0.424572409996241 | 0.212286204998121 |
101 | 0.763343745150587 | 0.473312509698827 | 0.236656254849413 |
102 | 0.722430002804572 | 0.555139994390856 | 0.277569997195428 |
103 | 0.67813825529113 | 0.643723489417739 | 0.32186174470887 |
104 | 0.630945259412484 | 0.738109481175033 | 0.369054740587516 |
105 | 0.724578383514378 | 0.550843232971243 | 0.275421616485622 |
106 | 0.679705924598324 | 0.640588150803353 | 0.320294075401676 |
107 | 0.631766083769516 | 0.736467832460968 | 0.368233916230484 |
108 | 0.679916037915637 | 0.640167924168726 | 0.320083962084363 |
109 | 0.631396073627628 | 0.737207852744744 | 0.368603926372372 |
110 | 0.600809727932324 | 0.798380544135351 | 0.399190272067676 |
111 | 0.597526224862498 | 0.804947550275005 | 0.402473775137502 |
112 | 0.591317393801589 | 0.817365212396822 | 0.408682606198411 |
113 | 0.841441122767472 | 0.317117754465056 | 0.158558877232528 |
114 | 0.856604772294422 | 0.286790455411156 | 0.143395227705578 |
115 | 0.837071780940317 | 0.325856438119366 | 0.162928219059683 |
116 | 0.799935957645467 | 0.400128084709066 | 0.200064042354533 |
117 | 0.778599080275324 | 0.442801839449352 | 0.221400919724676 |
118 | 0.760640104241162 | 0.478719791517676 | 0.239359895758838 |
119 | 0.71301135553418 | 0.573977288931639 | 0.28698864446582 |
120 | 0.660769371863309 | 0.678461256273382 | 0.339230628136691 |
121 | 0.645391208355942 | 0.709217583288116 | 0.354608791644058 |
122 | 0.587656440683562 | 0.824687118632876 | 0.412343559316438 |
123 | 0.597101887585562 | 0.805796224828875 | 0.402898112414438 |
124 | 0.782592129876222 | 0.434815740247555 | 0.217407870123778 |
125 | 0.732657473903123 | 0.534685052193754 | 0.267342526096877 |
126 | 0.726063498755121 | 0.547873002489757 | 0.273936501244879 |
127 | 0.675639979879132 | 0.648720040241735 | 0.324360020120867 |
128 | 0.612960014990786 | 0.774079970018428 | 0.387039985009214 |
129 | 0.546189257653542 | 0.907621484692916 | 0.453810742346458 |
130 | 0.477028542512387 | 0.954057085024773 | 0.522971457487613 |
131 | 0.469937110641232 | 0.939874221282465 | 0.530062889358768 |
132 | 0.489822610515475 | 0.97964522103095 | 0.510177389484525 |
133 | 0.575528456915792 | 0.848943086168415 | 0.424471543084208 |
134 | 0.498679723500914 | 0.997359447001829 | 0.501320276499086 |
135 | 0.420233919135852 | 0.840467838271704 | 0.579766080864148 |
136 | 0.34315589193944 | 0.68631178387888 | 0.65684410806056 |
137 | 0.415101216307771 | 0.830202432615542 | 0.584898783692229 |
138 | 0.385735320785034 | 0.771470641570068 | 0.614264679214966 |
139 | 0.392987622508122 | 0.785975245016244 | 0.607012377491878 |
140 | 0.307948140796365 | 0.61589628159273 | 0.692051859203635 |
141 | 0.240571994440135 | 0.48114398888027 | 0.759428005559865 |
142 | 0.322254900563783 | 0.644509801127566 | 0.677745099436217 |
143 | 0.307638406858922 | 0.615276813717844 | 0.692361593141078 |
144 | 0.210468434667672 | 0.420936869335344 | 0.789531565332328 |
145 | 0.12881400973316 | 0.25762801946632 | 0.87118599026684 |
146 | 0.104301075248779 | 0.208602150497559 | 0.895698924751221 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 10 | 0.0719424460431655 | NOK |
5% type I error level | 14 | 0.100719424460432 | NOK |
10% type I error level | 16 | 0.115107913669065 | NOK |