Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = -0.0987694010088903 + 0.0456935068339825UseLimit[t] + 0.136486977088368T40[t] -0.10581292308639T20[t] + 0.27960795316419Used[t] + 0.110972976254381Useful[t] -0.0478061722217214`Outcome\r\r`[t] + 0.00191941881644583t + 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) | -0.0987694010088903 | 0.076434 | -1.2922 | 0.201234 | 0.100617 |
UseLimit | 0.0456935068339825 | 0.076609 | 0.5965 | 0.553116 | 0.276558 |
T40 | 0.136486977088368 | 0.078846 | 1.731 | 0.088583 | 0.044291 |
T20 | -0.10581292308639 | 0.077196 | -1.3707 | 0.175576 | 0.087788 |
Used | 0.27960795316419 | 0.082984 | 3.3694 | 0.001321 | 0.000661 |
Useful | 0.110972976254381 | 0.073063 | 1.5189 | 0.134048 | 0.067024 |
`Outcome\r\r` | -0.0478061722217214 | 0.064379 | -0.7426 | 0.460639 | 0.23032 |
t | 0.00191941881644583 | 0.001621 | 1.184 | 0.2411 | 0.12055 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.601582661284846 |
R-squared | 0.361901698358558 |
Adjusted R-squared | 0.287456896500389 |
F-TEST (value) | 4.86134275765889 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 60 |
p-value | 0.00021774676359676 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.258420909318052 |
Sum Squared Residuals | 4.00688198236612 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.0375243295081849 | -0.0375243295081849 |
2 | 0 | -0.200743486462389 | 0.200743486462389 |
3 | 0 | -0.0930111445595527 | 0.0930111445595527 |
4 | 0 | -0.0910917257431071 | 0.0910917257431071 |
5 | 0 | -0.0891723069266611 | 0.0891723069266611 |
6 | 0 | -0.0842055003299636 | 0.0842055003299636 |
7 | 0 | -0.0853334692937695 | 0.0853334692937695 |
8 | 0 | 0.0530729266110446 | -0.0530729266110446 |
9 | 0 | -0.235113726968989 | 0.235113726968989 |
10 | 0 | -0.0338817060104495 | 0.0338817060104495 |
11 | 0 | -0.00128823319202568 | 0.00128823319202568 |
12 | 0 | -0.0757363752115403 | 0.0757363752115403 |
13 | 0 | 0.316763973023477 | -0.316763973023477 |
14 | 0 | 0.110282946343702 | -0.110282946343702 |
15 | 0 | 0.272796638434647 | -0.272796638434647 |
16 | 0 | 0.411203034339461 | -0.411203034339461 |
17 | 1 | 0.506622132211611 | 0.493377867788389 |
18 | 0 | 0.117960621609485 | -0.117960621609485 |
19 | 0 | -0.215919538804531 | 0.215919538804531 |
20 | 1 | 0.418880709605244 | 0.581119290394756 |
21 | 0 | 0.0982048772248355 | -0.0982048772248355 |
22 | 0 | 0.22611315389736 | -0.22611315389736 |
23 | 0 | 0.00854403580202322 | -0.00854403580202322 |
24 | 0 | 0.0561569614524516 | -0.0561569614524516 |
25 | 0 | 0.211691904346702 | -0.211691904346702 |
26 | 0 | 0.235903494550882 | -0.235903494550882 |
27 | 0 | -0.0490577583525918 | 0.0490577583525918 |
28 | 0 | 0.128769355929393 | -0.128769355929393 |
29 | 0 | -0.0909124275536826 | 0.0909124275536826 |
30 | 0 | 0.0697861397388655 | -0.0697861397388655 |
31 | 0 | -0.0392674176990695 | 0.0392674176990695 |
32 | 0 | 0.00834550795135879 | -0.00834550795135879 |
33 | 0 | 0.121237903022185 | -0.121237903022185 |
34 | 0 | 0.0551716436169147 | -0.0551716436169147 |
35 | 0 | -0.0315897424332862 | 0.0315897424332862 |
36 | 0 | -0.0296703236168404 | 0.0296703236168404 |
37 | 0 | 0.439197585454137 | -0.439197585454137 |
38 | 0 | 0.20597029495852 | -0.20597029495852 |
39 | 0 | 0.0392547368651565 | -0.0392547368651565 |
40 | 0 | 0.119654381905302 | -0.119654381905302 |
41 | 1 | 0.322701527662238 | 0.677298472337762 |
42 | 0 | 0.213647970224304 | -0.213647970224304 |
43 | 0 | 0.0926259189649223 | -0.0926259189649223 |
44 | 0 | 0.167865510837077 | -0.167865510837077 |
45 | 0 | 0.0985774219855529 | -0.0985774219855529 |
46 | 0 | 0.0526906685802773 | -0.0526906685802773 |
47 | 0 | -0.00855671663593624 | 0.00855671663593624 |
48 | 0 | -0.0544434700412118 | 0.0544434700412118 |
49 | 0 | 0.0584489250296148 | -0.0584489250296148 |
50 | 0 | -0.00279846018659875 | 0.00279846018659875 |
51 | 0 | 0.415215888882406 | -0.415215888882406 |
52 | 1 | 0.467988867700825 | 0.532011132299175 |
53 | 0 | -0.150659299045373 | 0.150659299045373 |
54 | 1 | 0.284487168243375 | 0.715512831756625 |
55 | 0 | 0.0067986338956304 | -0.0067986338956304 |
56 | 0 | 0.271193887656523 | -0.271193887656523 |
57 | 0 | 0.353412228725372 | -0.353412228725372 |
58 | 0 | -0.0352492818767535 | 0.0352492818767535 |
59 | 0 | -0.0333298630603077 | 0.0333298630603077 |
60 | 1 | 0.43553804601067 | 0.56446195398933 |
61 | 0 | 0.0468765354085444 | -0.0468765354085444 |
62 | 0 | 0.305002571942932 | -0.305002571942932 |
63 | 0 | 0.022153984427197 | -0.022153984427197 |
64 | 0 | 0.158447714944272 | -0.158447714944272 |
65 | 0 | 0.0259928220600887 | -0.0259928220600887 |
66 | 0 | 0.0279122408765345 | -0.0279122408765345 |
67 | 1 | 0.55689956619992 | 0.44310043380008 |
68 | 0 | 0.0774445853434087 | -0.0774445853434087 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
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 | 0.344900458532525 | 0.689800917065051 | 0.655099541467475 |
18 | 0.261793640025571 | 0.523587280051143 | 0.738206359974429 |
19 | 0.258120296189456 | 0.516240592378911 | 0.741879703810544 |
20 | 0.731450589447534 | 0.537098821104931 | 0.268549410552465 |
21 | 0.653913263887849 | 0.692173472224301 | 0.346086736112151 |
22 | 0.630865697680304 | 0.738268604639392 | 0.369134302319696 |
23 | 0.545844651919148 | 0.908310696161705 | 0.454155348080852 |
24 | 0.460007506707539 | 0.920015013415078 | 0.539992493292461 |
25 | 0.419439776233616 | 0.838879552467232 | 0.580560223766384 |
26 | 0.377790227833513 | 0.755580455667026 | 0.622209772166487 |
27 | 0.31883510732598 | 0.63767021465196 | 0.68116489267402 |
28 | 0.25103301711098 | 0.50206603422196 | 0.74896698288902 |
29 | 0.203315032246113 | 0.406630064492227 | 0.796684967753887 |
30 | 0.152110126247712 | 0.304220252495424 | 0.847889873752288 |
31 | 0.11406362967809 | 0.22812725935618 | 0.88593637032191 |
32 | 0.08109691540807 | 0.16219383081614 | 0.91890308459193 |
33 | 0.0567810629853654 | 0.113562125970731 | 0.943218937014635 |
34 | 0.0401300751681467 | 0.0802601503362935 | 0.959869924831853 |
35 | 0.0275913798793521 | 0.0551827597587043 | 0.972408620120648 |
36 | 0.0189111577022724 | 0.0378223154045447 | 0.981088842297728 |
37 | 0.0311636874703164 | 0.0623273749406328 | 0.968836312529684 |
38 | 0.023920816340349 | 0.0478416326806979 | 0.976079183659651 |
39 | 0.0146658491222651 | 0.0293316982445301 | 0.985334150877735 |
40 | 0.00877104431875552 | 0.017542088637511 | 0.991228955681244 |
41 | 0.126078344302987 | 0.252156688605974 | 0.873921655697013 |
42 | 0.104708251807321 | 0.209416503614643 | 0.895291748192679 |
43 | 0.0794619833955927 | 0.158923966791185 | 0.920538016604407 |
44 | 0.0655858199041169 | 0.131171639808234 | 0.934414180095883 |
45 | 0.047109107575953 | 0.0942182151519059 | 0.952890892424047 |
46 | 0.0303469812367486 | 0.0606939624734971 | 0.969653018763251 |
47 | 0.0187757627140231 | 0.0375515254280462 | 0.981224237285977 |
48 | 0.0113156387466858 | 0.0226312774933717 | 0.988684361253314 |
49 | 0.00648515445095307 | 0.0129703089019061 | 0.993514845549047 |
50 | 0.00352251945199808 | 0.00704503890399616 | 0.996477480548002 |
51 | 0.02948320589041 | 0.05896641178082 | 0.97051679410959 |
52 | 0.058017860485062 | 0.116035720970124 | 0.941982139514938 |
53 | 0.0649829580836054 | 0.129965916167211 | 0.935017041916395 |
54 | 0.318713486898897 | 0.637426973797793 | 0.681286513101103 |
55 | 0.214765711268081 | 0.429531422536161 | 0.785234288731919 |
56 | 0.134458114515879 | 0.268916229031757 | 0.865541885484121 |
57 | 0.25253690322833 | 0.505073806456659 | 0.74746309677167 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 7 | 0.148936170212766 | NOK |
5% type I error level | 14 | 0.297872340425532 | NOK |
10% type I error level | 20 | 0.425531914893617 | NOK |