Multiple Linear Regression - Estimated Regression Equation |
Outcome[t] = + 0.36697247706422 + 0.117876007784265Used[t] -0.0681818181818182CorrectAnalysis[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) | 0.36697247706422 | 0.047079 | 7.7948 | 0 | 0 |
Used | 0.117876007784265 | 0.097659 | 1.207 | 0.229315 | 0.114658 |
CorrectAnalysis | -0.0681818181818182 | 0.165691 | -0.4115 | 0.681289 | 0.340645 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0985085846551768 |
R-squared | 0.00970394125076614 |
Adjusted R-squared | -0.00341256283862768 |
F-TEST (value) | 0.739826800238097 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 151 |
p-value | 0.47891817800606 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.491518742621101 |
Sum Squared Residuals | 36.4801918265221 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.36697247706422 | 0.63302752293578 |
2 | 0 | 0.36697247706422 | -0.36697247706422 |
3 | 0 | 0.36697247706422 | -0.36697247706422 |
4 | 0 | 0.36697247706422 | -0.36697247706422 |
5 | 0 | 0.36697247706422 | -0.36697247706422 |
6 | 1 | 0.36697247706422 | 0.63302752293578 |
7 | 0 | 0.36697247706422 | -0.36697247706422 |
8 | 0 | 0.36697247706422 | -0.36697247706422 |
9 | 1 | 0.36697247706422 | 0.63302752293578 |
10 | 0 | 0.36697247706422 | -0.36697247706422 |
11 | 0 | 0.36697247706422 | -0.36697247706422 |
12 | 0 | 0.36697247706422 | -0.36697247706422 |
13 | 0 | 0.484848484848485 | -0.484848484848485 |
14 | 0 | 0.36697247706422 | -0.36697247706422 |
15 | 1 | 0.484848484848485 | 0.515151515151515 |
16 | 1 | 0.484848484848485 | 0.515151515151515 |
17 | 0 | 0.416666666666667 | -0.416666666666667 |
18 | 0 | 0.36697247706422 | -0.36697247706422 |
19 | 1 | 0.36697247706422 | 0.63302752293578 |
20 | 1 | 0.416666666666667 | 0.583333333333333 |
21 | 0 | 0.36697247706422 | -0.36697247706422 |
22 | 1 | 0.484848484848485 | 0.515151515151515 |
23 | 1 | 0.36697247706422 | 0.63302752293578 |
24 | 1 | 0.36697247706422 | 0.63302752293578 |
25 | 1 | 0.484848484848485 | 0.515151515151515 |
26 | 0 | 0.484848484848485 | -0.484848484848485 |
27 | 1 | 0.36697247706422 | 0.63302752293578 |
28 | 0 | 0.484848484848485 | -0.484848484848485 |
29 | 1 | 0.36697247706422 | 0.63302752293578 |
30 | 0 | 0.36697247706422 | -0.36697247706422 |
31 | 0 | 0.36697247706422 | -0.36697247706422 |
32 | 0 | 0.36697247706422 | -0.36697247706422 |
33 | 0 | 0.36697247706422 | -0.36697247706422 |
34 | 1 | 0.36697247706422 | 0.63302752293578 |
35 | 0 | 0.36697247706422 | -0.36697247706422 |
36 | 0 | 0.36697247706422 | -0.36697247706422 |
37 | 0 | 0.484848484848485 | -0.484848484848485 |
38 | 1 | 0.484848484848485 | 0.515151515151515 |
39 | 1 | 0.36697247706422 | 0.63302752293578 |
40 | 0 | 0.36697247706422 | -0.36697247706422 |
41 | 1 | 0.416666666666667 | 0.583333333333333 |
42 | 1 | 0.484848484848485 | 0.515151515151515 |
43 | 1 | 0.36697247706422 | 0.63302752293578 |
44 | 0 | 0.36697247706422 | -0.36697247706422 |
45 | 0 | 0.36697247706422 | -0.36697247706422 |
46 | 1 | 0.36697247706422 | 0.63302752293578 |
47 | 0 | 0.36697247706422 | -0.36697247706422 |
48 | 1 | 0.36697247706422 | 0.63302752293578 |
49 | 1 | 0.36697247706422 | 0.63302752293578 |
50 | 0 | 0.36697247706422 | -0.36697247706422 |
51 | 0 | 0.484848484848485 | -0.484848484848485 |
52 | 0 | 0.416666666666667 | -0.416666666666667 |
53 | 1 | 0.36697247706422 | 0.63302752293578 |
54 | 0 | 0.416666666666667 | -0.416666666666667 |
55 | 0 | 0.36697247706422 | -0.36697247706422 |
56 | 1 | 0.484848484848485 | 0.515151515151515 |
57 | 1 | 0.484848484848485 | 0.515151515151515 |
58 | 1 | 0.36697247706422 | 0.63302752293578 |
59 | 1 | 0.36697247706422 | 0.63302752293578 |
60 | 1 | 0.416666666666667 | 0.583333333333333 |
61 | 1 | 0.36697247706422 | 0.63302752293578 |
62 | 0 | 0.484848484848485 | -0.484848484848485 |
63 | 0 | 0.36697247706422 | -0.36697247706422 |
64 | 1 | 0.36697247706422 | 0.63302752293578 |
65 | 0 | 0.36697247706422 | -0.36697247706422 |
66 | 0 | 0.36697247706422 | -0.36697247706422 |
67 | 0 | 0.416666666666667 | -0.416666666666667 |
68 | 0 | 0.36697247706422 | -0.36697247706422 |
69 | 1 | 0.36697247706422 | 0.63302752293578 |
70 | 0 | 0.484848484848485 | -0.484848484848485 |
71 | 0 | 0.36697247706422 | -0.36697247706422 |
72 | 1 | 0.36697247706422 | 0.63302752293578 |
73 | 1 | 0.484848484848485 | 0.515151515151515 |
74 | 0 | 0.484848484848485 | -0.484848484848485 |
75 | 1 | 0.36697247706422 | 0.63302752293578 |
76 | 1 | 0.36697247706422 | 0.63302752293578 |
77 | 1 | 0.36697247706422 | 0.63302752293578 |
78 | 1 | 0.484848484848485 | 0.515151515151515 |
79 | 1 | 0.416666666666667 | 0.583333333333333 |
80 | 0 | 0.36697247706422 | -0.36697247706422 |
81 | 0 | 0.36697247706422 | -0.36697247706422 |
82 | 1 | 0.484848484848485 | 0.515151515151515 |
83 | 0 | 0.36697247706422 | -0.36697247706422 |
84 | 0 | 0.416666666666667 | -0.416666666666667 |
85 | 1 | 0.36697247706422 | 0.63302752293578 |
86 | 0 | 0.36697247706422 | -0.36697247706422 |
87 | 1 | 0.36697247706422 | 0.63302752293578 |
88 | 1 | 0.484848484848485 | 0.515151515151515 |
89 | 0 | 0.36697247706422 | -0.36697247706422 |
90 | 1 | 0.36697247706422 | 0.63302752293578 |
91 | 0 | 0.36697247706422 | -0.36697247706422 |
92 | 0 | 0.36697247706422 | -0.36697247706422 |
93 | 0 | 0.36697247706422 | -0.36697247706422 |
94 | 0 | 0.36697247706422 | -0.36697247706422 |
95 | 0 | 0.36697247706422 | -0.36697247706422 |
96 | 1 | 0.36697247706422 | 0.63302752293578 |
97 | 0 | 0.36697247706422 | -0.36697247706422 |
98 | 0 | 0.36697247706422 | -0.36697247706422 |
99 | 0 | 0.36697247706422 | -0.36697247706422 |
100 | 1 | 0.36697247706422 | 0.63302752293578 |
101 | 1 | 0.36697247706422 | 0.63302752293578 |
102 | 0 | 0.36697247706422 | -0.36697247706422 |
103 | 0 | 0.36697247706422 | -0.36697247706422 |
104 | 0 | 0.36697247706422 | -0.36697247706422 |
105 | 0 | 0.484848484848485 | -0.484848484848485 |
106 | 0 | 0.36697247706422 | -0.36697247706422 |
107 | 0 | 0.36697247706422 | -0.36697247706422 |
108 | 0 | 0.484848484848485 | -0.484848484848485 |
109 | 0 | 0.36697247706422 | -0.36697247706422 |
110 | 0 | 0.36697247706422 | -0.36697247706422 |
111 | 0 | 0.484848484848485 | -0.484848484848485 |
112 | 0 | 0.36697247706422 | -0.36697247706422 |
113 | 0 | 0.484848484848485 | -0.484848484848485 |
114 | 0 | 0.484848484848485 | -0.484848484848485 |
115 | 0 | 0.36697247706422 | -0.36697247706422 |
116 | 0 | 0.36697247706422 | -0.36697247706422 |
117 | 1 | 0.36697247706422 | 0.63302752293578 |
118 | 0 | 0.36697247706422 | -0.36697247706422 |
119 | 0 | 0.36697247706422 | -0.36697247706422 |
120 | 1 | 0.36697247706422 | 0.63302752293578 |
121 | 0 | 0.36697247706422 | -0.36697247706422 |
122 | 0 | 0.36697247706422 | -0.36697247706422 |
123 | 0 | 0.484848484848485 | -0.484848484848485 |
124 | 1 | 0.484848484848485 | 0.515151515151515 |
125 | 1 | 0.36697247706422 | 0.63302752293578 |
126 | 0 | 0.36697247706422 | -0.36697247706422 |
127 | 0 | 0.36697247706422 | -0.36697247706422 |
128 | 1 | 0.36697247706422 | 0.63302752293578 |
129 | 0 | 0.36697247706422 | -0.36697247706422 |
130 | 1 | 0.36697247706422 | 0.63302752293578 |
131 | 0 | 0.36697247706422 | -0.36697247706422 |
132 | 1 | 0.36697247706422 | 0.63302752293578 |
133 | 0 | 0.484848484848485 | -0.484848484848485 |
134 | 0 | 0.36697247706422 | -0.36697247706422 |
135 | 0 | 0.36697247706422 | -0.36697247706422 |
136 | 0 | 0.36697247706422 | -0.36697247706422 |
137 | 1 | 0.484848484848485 | 0.515151515151515 |
138 | 1 | 0.484848484848485 | 0.515151515151515 |
139 | 0 | 0.36697247706422 | -0.36697247706422 |
140 | 0 | 0.36697247706422 | -0.36697247706422 |
141 | 1 | 0.416666666666667 | 0.583333333333333 |
142 | 1 | 0.484848484848485 | 0.515151515151515 |
143 | 0 | 0.36697247706422 | -0.36697247706422 |
144 | 1 | 0.36697247706422 | 0.63302752293578 |
145 | 0 | 0.36697247706422 | -0.36697247706422 |
146 | 1 | 0.36697247706422 | 0.63302752293578 |
147 | 0 | 0.484848484848485 | -0.484848484848485 |
148 | 0 | 0.36697247706422 | -0.36697247706422 |
149 | 0 | 0.36697247706422 | -0.36697247706422 |
150 | 1 | 0.36697247706422 | 0.63302752293578 |
151 | 1 | 0.36697247706422 | 0.63302752293578 |
152 | 0 | 0.416666666666667 | -0.416666666666667 |
153 | 0 | 0.416666666666667 | -0.416666666666667 |
154 | 0 | 0.484848484848485 | -0.484848484848485 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.856407790035685 | 0.28718441992863 | 0.143592209964315 |
7 | 0.785420631554246 | 0.429158736891507 | 0.214579368445754 |
8 | 0.702139899064418 | 0.595720201871163 | 0.297860100935582 |
9 | 0.770617106994211 | 0.458765786011578 | 0.229382893005789 |
10 | 0.710888590760842 | 0.578222818478316 | 0.289111409239158 |
11 | 0.644387846816477 | 0.711224306367045 | 0.355612153183523 |
12 | 0.573430561408868 | 0.853138877182264 | 0.426569438591132 |
13 | 0.481814842290533 | 0.963629684581067 | 0.518185157709467 |
14 | 0.41314574049351 | 0.82629148098702 | 0.58685425950649 |
15 | 0.502954296609999 | 0.994091406780003 | 0.497045703390001 |
16 | 0.478437361017492 | 0.956874722034985 | 0.521562638982508 |
17 | 0.40144868965582 | 0.80289737931164 | 0.59855131034418 |
18 | 0.343623400263229 | 0.687246800526458 | 0.656376599736771 |
19 | 0.447951054745754 | 0.895902109491508 | 0.552048945254246 |
20 | 0.520916269632043 | 0.958167460735914 | 0.479083730367957 |
21 | 0.470274847043817 | 0.940549694087633 | 0.529725152956183 |
22 | 0.430902191237706 | 0.861804382475411 | 0.569097808762294 |
23 | 0.507919883238178 | 0.984160233523644 | 0.492080116761822 |
24 | 0.565180412318678 | 0.869639175362644 | 0.434819587681322 |
25 | 0.522675175285667 | 0.954649649428667 | 0.477324824714333 |
26 | 0.582586624238414 | 0.834826751523171 | 0.417413375761586 |
27 | 0.622221402627457 | 0.755557194745085 | 0.377778597372543 |
28 | 0.643750022932084 | 0.712499954135832 | 0.356249977067916 |
29 | 0.671334125439295 | 0.657331749121411 | 0.328665874560705 |
30 | 0.647708418819995 | 0.70458316236001 | 0.352291581180005 |
31 | 0.62167044175357 | 0.75665911649286 | 0.37832955824643 |
32 | 0.593572865893731 | 0.812854268212538 | 0.406427134106269 |
33 | 0.563769982572027 | 0.872460034855946 | 0.436230017427973 |
34 | 0.601123158793413 | 0.797753682413175 | 0.398876841206587 |
35 | 0.573630136115424 | 0.852739727769153 | 0.426369863884576 |
36 | 0.544808821980709 | 0.910382356038583 | 0.455191178019291 |
37 | 0.549380385174363 | 0.901239229651274 | 0.450619614825637 |
38 | 0.546311515684272 | 0.907376968631456 | 0.453688484315728 |
39 | 0.582530236478669 | 0.834939527042662 | 0.417469763521331 |
40 | 0.556246158200478 | 0.887507683599045 | 0.443753841799522 |
41 | 0.551434928557935 | 0.897130142884129 | 0.448565071442065 |
42 | 0.543721646473084 | 0.912556707053832 | 0.456278353526916 |
43 | 0.57769435752551 | 0.84461128494898 | 0.42230564247449 |
44 | 0.553547222613691 | 0.892905554772617 | 0.446452777386309 |
45 | 0.528464785918423 | 0.943070428163153 | 0.471535214081577 |
46 | 0.562337446279461 | 0.875325107441077 | 0.437662553720539 |
47 | 0.538479609354974 | 0.923040781290051 | 0.461520390645026 |
48 | 0.570375325523105 | 0.85924934895379 | 0.429624674476895 |
49 | 0.59896736212674 | 0.80206527574652 | 0.40103263787326 |
50 | 0.57788269528434 | 0.844234609431319 | 0.42211730471566 |
51 | 0.584984444135014 | 0.830031111729972 | 0.415015555864986 |
52 | 0.587585293282293 | 0.824829413435414 | 0.412414706717707 |
53 | 0.614088739580756 | 0.771822520838488 | 0.385911260419244 |
54 | 0.601948722758185 | 0.796102554483631 | 0.398051277241815 |
55 | 0.581472016695319 | 0.837055966609362 | 0.418527983304681 |
56 | 0.578518388322427 | 0.842963223355147 | 0.421481611677573 |
57 | 0.57464172868842 | 0.85071654262316 | 0.42535827131158 |
58 | 0.60139329200421 | 0.79721341599158 | 0.39860670799579 |
59 | 0.626560502629044 | 0.746878994741913 | 0.373439497370957 |
60 | 0.642148884988442 | 0.715702230023117 | 0.357851115011558 |
61 | 0.665951829843993 | 0.668096340312014 | 0.334048170156007 |
62 | 0.670865033882848 | 0.658269932234305 | 0.329134966117152 |
63 | 0.653698241281642 | 0.692603517436717 | 0.346301758718358 |
64 | 0.677384064053707 | 0.645231871892587 | 0.322615935946293 |
65 | 0.660338128204279 | 0.679323743591443 | 0.339661871795721 |
66 | 0.642394973447674 | 0.715210053104652 | 0.357605026552326 |
67 | 0.629995800294971 | 0.740008399410057 | 0.370004199705029 |
68 | 0.610990773129284 | 0.778018453741433 | 0.389009226870716 |
69 | 0.637147332297649 | 0.725705335404702 | 0.362852667702351 |
70 | 0.637570653599476 | 0.724858692801048 | 0.362429346400524 |
71 | 0.618516704393468 | 0.762966591213063 | 0.381483295606532 |
72 | 0.644994311432296 | 0.710011377135408 | 0.355005688567704 |
73 | 0.648169403312431 | 0.703661193375137 | 0.351830596687569 |
74 | 0.646921052818071 | 0.706157894363858 | 0.353078947181929 |
75 | 0.673664003935358 | 0.652671992129285 | 0.326335996064642 |
76 | 0.700543953602964 | 0.598912092794073 | 0.299456046397036 |
77 | 0.727661765571444 | 0.544676468857112 | 0.272338234428556 |
78 | 0.733529059442834 | 0.532941881114332 | 0.266470940557166 |
79 | 0.754758339167252 | 0.490483321665496 | 0.245241660832748 |
80 | 0.738470041588379 | 0.523059916823241 | 0.261529958411621 |
81 | 0.721244999572259 | 0.557510000855483 | 0.278755000427741 |
82 | 0.730906949201996 | 0.538186101596008 | 0.269093050798004 |
83 | 0.713091472609668 | 0.573817054780664 | 0.286908527390332 |
84 | 0.696529219188524 | 0.606941561622952 | 0.303470780811476 |
85 | 0.727266983774598 | 0.545466032450803 | 0.272733016225402 |
86 | 0.7086236839248 | 0.5827526321504 | 0.2913763160752 |
87 | 0.74059552352397 | 0.51880895295206 | 0.25940447647603 |
88 | 0.756699711283958 | 0.486600577432085 | 0.243300288716042 |
89 | 0.738477409064654 | 0.523045181870692 | 0.261522590935346 |
90 | 0.771804649865057 | 0.456390700269885 | 0.228195350134943 |
91 | 0.753511358009602 | 0.492977283980796 | 0.246488641990398 |
92 | 0.734235480571444 | 0.531529038857112 | 0.265764519428556 |
93 | 0.714043357955427 | 0.571913284089146 | 0.285956642044573 |
94 | 0.693018383881582 | 0.613963232236837 | 0.306981616118418 |
95 | 0.67126089628514 | 0.65747820742972 | 0.32873910371486 |
96 | 0.708760038552247 | 0.582479922895506 | 0.291239961447753 |
97 | 0.686632494270642 | 0.626735011458716 | 0.313367505729358 |
98 | 0.663795039764494 | 0.672409920471012 | 0.336204960235506 |
99 | 0.640383134688308 | 0.719233730623384 | 0.359616865311692 |
100 | 0.680236913914561 | 0.639526172170879 | 0.31976308608544 |
101 | 0.722236980122815 | 0.555526039754369 | 0.277763019877185 |
102 | 0.698475056112112 | 0.603049887775777 | 0.301524943887888 |
103 | 0.673875234997165 | 0.652249530005671 | 0.326124765002835 |
104 | 0.648600595168367 | 0.702798809663265 | 0.351399404831633 |
105 | 0.635589219131515 | 0.728821561736969 | 0.364410780868485 |
106 | 0.609128964982351 | 0.781742070035298 | 0.390871035017649 |
107 | 0.5824287026849 | 0.8351425946302 | 0.4175712973151 |
108 | 0.568309111288472 | 0.863381777423055 | 0.431690888711528 |
109 | 0.541052054304481 | 0.917895891391037 | 0.458947945695519 |
110 | 0.51408836030352 | 0.97182327939296 | 0.48591163969648 |
111 | 0.50055847532136 | 0.998883049357281 | 0.49944152467864 |
112 | 0.473777557474502 | 0.947555114949004 | 0.526222442525498 |
113 | 0.463200064739484 | 0.926400129478967 | 0.536799935260516 |
114 | 0.45824996591256 | 0.916499931825121 | 0.541750034087439 |
115 | 0.431816284304749 | 0.863632568609499 | 0.568183715695251 |
116 | 0.40659422932772 | 0.813188458655441 | 0.59340577067228 |
117 | 0.440139557865916 | 0.880279115731832 | 0.559860442134084 |
118 | 0.413134976067478 | 0.826269952134955 | 0.586865023932522 |
119 | 0.387670526491142 | 0.775341052982283 | 0.612329473508858 |
120 | 0.42088316987276 | 0.84176633974552 | 0.57911683012724 |
121 | 0.393324414357265 | 0.78664882871453 | 0.606675585642735 |
122 | 0.36772238725763 | 0.73544477451526 | 0.63227761274237 |
123 | 0.371406344804347 | 0.742812689608694 | 0.628593655195653 |
124 | 0.36504754848233 | 0.730095096964661 | 0.63495245151767 |
125 | 0.398217261945325 | 0.796434523890649 | 0.601782738054675 |
126 | 0.369257083832891 | 0.738514167665782 | 0.630742916167109 |
127 | 0.342896251307427 | 0.685792502614855 | 0.657103748692573 |
128 | 0.374806378059471 | 0.749612756118942 | 0.625193621940529 |
129 | 0.345304383248925 | 0.69060876649785 | 0.654695616751075 |
130 | 0.38259113319055 | 0.7651822663811 | 0.61740886680945 |
131 | 0.348976441359987 | 0.697952882719975 | 0.651023558640013 |
132 | 0.394183625665034 | 0.788367251330068 | 0.605816374334966 |
133 | 0.40314721817014 | 0.806294436340281 | 0.596852781829859 |
134 | 0.362738060176497 | 0.725476120352993 | 0.637261939823503 |
135 | 0.326566010997453 | 0.653132021994906 | 0.673433989002547 |
136 | 0.295822574805617 | 0.591645149611233 | 0.704177425194383 |
137 | 0.280779861461575 | 0.56155972292315 | 0.719220138538425 |
138 | 0.29449136441584 | 0.58898272883168 | 0.70550863558416 |
139 | 0.26881619265353 | 0.537632385307061 | 0.73118380734647 |
140 | 0.252813420864213 | 0.505626841728427 | 0.747186579135787 |
141 | 0.35934264391802 | 0.718685287836041 | 0.64065735608198 |
142 | 0.505951515671138 | 0.988096968657724 | 0.494048484328862 |
143 | 0.522926206068184 | 0.954147587863631 | 0.477073793931816 |
144 | 0.516249301034104 | 0.967501397931792 | 0.483750698965896 |
145 | 0.546008773164351 | 0.907982453671298 | 0.453991226835649 |
146 | 0.530882051172726 | 0.938235897654548 | 0.469117948827274 |
147 | 0.390815292131355 | 0.78163058426271 | 0.609184707868645 |
148 | 0.430980544942955 | 0.861961089885911 | 0.569019455057045 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |