Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 0.0300574681702058 -0.148745130662369T20[t] + 0.234808448116263Used[t] -0.0103178724446289Useful[t] -0.0187375064475848outcome[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) | 0.0300574681702058 | 0.032807 | 0.9162 | 0.363066 | 0.181533 |
T20 | -0.148745130662369 | 0.057894 | -2.5693 | 0.01257 | 0.006285 |
Used | 0.234808448116263 | 0.058857 | 3.9895 | 0.000175 | 8.8e-05 |
Useful | -0.0103178724446289 | 0.064656 | -0.1596 | 0.873721 | 0.436861 |
outcome | -0.0187375064475848 | 0.050197 | -0.3733 | 0.710193 | 0.355097 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.469898413231829 |
R-squared | 0.220804518757791 |
Adjusted R-squared | 0.171331789790031 |
F-TEST (value) | 4.46315623505802 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 63 |
p-value | 0.00307270785024671 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.188328387209927 |
Sum Squared Residuals | 2.23445763003281 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.011319961722621 | -0.011319961722621 |
2 | 0 | 0.0973832791765152 | -0.0973832791765152 |
3 | 0 | 0.0300574681702059 | -0.0300574681702059 |
4 | 0 | 0.011319961722621 | -0.011319961722621 |
5 | 0 | 0.0197395957255769 | -0.0197395957255769 |
6 | 0 | -0.118687662492163 | 0.118687662492163 |
7 | 0 | 0.0197395957255769 | -0.0197395957255769 |
8 | 0 | 0.0300574681702058 | -0.0300574681702058 |
9 | 0 | -0.118687662492163 | 0.118687662492163 |
10 | 0 | 0.011319961722621 | -0.011319961722621 |
11 | 0 | -0.118687662492163 | 0.118687662492163 |
12 | 0 | 0.0300574681702058 | -0.0300574681702058 |
13 | 0 | 0.0300574681702058 | -0.0300574681702058 |
14 | 0 | 0.011319961722621 | -0.011319961722621 |
15 | 0 | 0.011319961722621 | -0.011319961722621 |
16 | 0 | 0.0300574681702058 | -0.0300574681702058 |
17 | 0 | 0.0300574681702058 | -0.0300574681702058 |
18 | 0 | 0.0300574681702058 | -0.0300574681702058 |
19 | 0 | 0.1161207856241 | -0.1161207856241 |
20 | 0 | 0.0300574681702058 | -0.0300574681702058 |
21 | 0 | 0.0300574681702058 | -0.0300574681702058 |
22 | 0 | 0.1161207856241 | -0.1161207856241 |
23 | 0 | 0.0300574681702058 | -0.0300574681702058 |
24 | 0 | 0.0300574681702058 | -0.0300574681702058 |
25 | 0 | 0.105802913179471 | -0.105802913179471 |
26 | 0 | -0.118687662492163 | 0.118687662492163 |
27 | 0 | 0.264865916286469 | -0.264865916286469 |
28 | 0 | 0.1161207856241 | -0.1161207856241 |
29 | 0 | 0.0300574681702058 | -0.0300574681702058 |
30 | 0 | 0.0300574681702058 | -0.0300574681702058 |
31 | 0 | 0.011319961722621 | -0.011319961722621 |
32 | 0 | 0.0300574681702058 | -0.0300574681702058 |
33 | 0 | 0.0300574681702058 | -0.0300574681702058 |
34 | 0 | 0.011319961722621 | -0.011319961722621 |
35 | 0 | 0.0300574681702058 | -0.0300574681702058 |
36 | 0 | 0.0300574681702058 | -0.0300574681702058 |
37 | 0 | 0.1161207856241 | -0.1161207856241 |
38 | 0 | 0.235810537394255 | -0.235810537394255 |
39 | 0 | 0.011319961722621 | -0.011319961722621 |
40 | 0 | -0.118687662492163 | 0.118687662492163 |
41 | 0 | 0.0197395957255769 | -0.0197395957255769 |
42 | 0 | 0.011319961722621 | -0.011319961722621 |
43 | 0 | 0.0300574681702058 | -0.0300574681702058 |
44 | 0 | 0.011319961722621 | -0.011319961722621 |
45 | 0 | 0.0300574681702058 | -0.0300574681702058 |
46 | 0 | 0.011319961722621 | -0.011319961722621 |
47 | 0 | 0.264865916286469 | -0.264865916286469 |
48 | 0 | 0.0300574681702058 | -0.0300574681702058 |
49 | 0 | 0.0300574681702058 | -0.0300574681702058 |
50 | 0 | 0.0300574681702058 | -0.0300574681702058 |
51 | 0 | 0.235810537394255 | -0.235810537394255 |
52 | 0 | 0.0870654067318864 | -0.0870654067318864 |
53 | 0 | -0.118687662492163 | 0.118687662492163 |
54 | 0 | 0.0300574681702058 | -0.0300574681702058 |
55 | 1 | 0.246128409838884 | 0.753871590161116 |
56 | 0 | 0.0973832791765153 | -0.0973832791765153 |
57 | 0 | 0.0300574681702058 | -0.0300574681702058 |
58 | 0 | 0.00100208927799206 | -0.00100208927799206 |
59 | 0 | 0.0197395957255769 | -0.0197395957255769 |
60 | 0 | -0.137425168939748 | 0.137425168939748 |
61 | 0 | 0.1161207856241 | -0.1161207856241 |
62 | 0 | -0.118687662492163 | 0.118687662492163 |
63 | 0 | 0.0300574681702058 | -0.0300574681702058 |
64 | 0 | 0.00100208927799206 | -0.00100208927799206 |
65 | 0 | 0.011319961722621 | -0.011319961722621 |
66 | 1 | 0.264865916286469 | 0.735134083713531 |
67 | 1 | 0.25454804384184 | 0.74545195615816 |
68 | 0 | 0.264865916286469 | -0.264865916286469 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0 | 0 | 1 |
9 | 0 | 0 | 1 |
10 | 0 | 0 | 1 |
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 | 0 | 1 |
18 | 0 | 0 | 1 |
19 | 0 | 0 | 1 |
20 | 0 | 0 | 1 |
21 | 0 | 0 | 1 |
22 | 0 | 0 | 1 |
23 | 0 | 0 | 1 |
24 | 0 | 0 | 1 |
25 | 0 | 0 | 1 |
26 | 0 | 0 | 1 |
27 | 0 | 0 | 1 |
28 | 0 | 0 | 1 |
29 | 0 | 0 | 1 |
30 | 0 | 0 | 1 |
31 | 0 | 0 | 1 |
32 | 0 | 0 | 1 |
33 | 0 | 0 | 1 |
34 | 0 | 0 | 1 |
35 | 0 | 0 | 1 |
36 | 0 | 0 | 1 |
37 | 0 | 0 | 1 |
38 | 0 | 0 | 1 |
39 | 0 | 0 | 1 |
40 | 0 | 0 | 1 |
41 | 0 | 0 | 1 |
42 | 0 | 0 | 1 |
43 | 0 | 0 | 1 |
44 | 0 | 0 | 1 |
45 | 0 | 0 | 1 |
46 | 0 | 0 | 1 |
47 | 0 | 0 | 1 |
48 | 0 | 0 | 1 |
49 | 0 | 0 | 1 |
50 | 0 | 0 | 1 |
51 | 0 | 0 | 1 |
52 | 0 | 0 | 1 |
53 | 0 | 0 | 1 |
54 | 0 | 0 | 1 |
55 | 5.40200243821196e-06 | 1.08040048764239e-05 | 0.999994597997562 |
56 | 3.97614093053672e-06 | 7.95228186107343e-06 | 0.999996023859069 |
57 | 1.25513987686147e-06 | 2.51027975372294e-06 | 0.999998744860123 |
58 | 4.6898927698096e-07 | 9.3797855396192e-07 | 0.999999531010723 |
59 | 3.2576287135194e-07 | 6.51525742703881e-07 | 0.999999674237129 |
60 | 4.45186410542743e-07 | 8.90372821085486e-07 | 0.999999554813589 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 53 | 1 | NOK |
5% type I error level | 53 | 1 | NOK |
10% type I error level | 53 | 1 | NOK |